TAIL ASYMPTOTICS FOR CUMULATIVE PROCESSES SAMPLED AT HEAVY-TAILED RANDOM TIMES WITH APPLICATIONS TO QUEUEING MODELS IN MARKOVIAN ENVIRONMENTS

DOI10.15807/JORSJ.56.257zbMath1302.90049arXiv1203.6574OpenAlexW2964253554MaRDI QIDQ2874899

Hiroyuki Masuyama

Publication date: 12 August 2014

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.6574

zbMATH Keywords

samplingqueuetail asymptoticsheavy-tailedMarkovian environmentcumulative process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Large deviations (60F10)

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