Comparing backwards and forwards random walk maxima

DOI10.1007/S11134-022-09815-1zbMath1491.90067OpenAlexW4224986485MaRDI QIDQ2146411

Karl Sigman

Publication date: 16 June 2022

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-022-09815-1

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Cites Work

• Unnamed Item
• Exact simulation of the stationary distribution of the FIFO M/G/c queue
• Logarithmic asymptotics for steady-state tail probabilities in a single-server queue
• Tail probabilities for non-standard risk and queueing processes with subexponential jumps
• Monotone Stochastic Recursions and their Duals

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