Two-parameter Sample Path Large Deviations for Infinite Server Queues

DOI10.1214/12-SSY080zbMath1327.60066arXiv1207.5164OpenAlexW1984659351MaRDI QIDQ2921188

Henry Lam, Xinyun Chen, Jose H. Blanchet

Publication date: 7 October 2014

Full work available at URL: https://arxiv.org/abs/1207.5164

zbMATH Keywords

large deviationsinfinite-server queueslife insurance portfoliorare-event tail estimationrenewal arrival process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Large deviations (60F10) Sample path properties (60G17) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (4)

The Cramér-Lundberg model with a fluctuating number of clients ⋮ Large deviations and applications for Markovian Hawkes processes with a large initial intensity ⋮ Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues ⋮ Rare-Event Simulation for Many-Server Queues

Cites Work

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• Heavy-Traffic Limits for Queues with Many Exponential Servers
• The multiclass GI/PH/N queue in the Halfin-Whitt regime
• Limiting diffusion approximations for the many server queue and the repairman problem

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