Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams
DOI10.1287/stsy.2019.0032zbMath1446.60026arXiv1801.02999OpenAlexW2966780292WikidataQ127400904 ScholiaQ127400904MaRDI QIDQ5113898
M. Heemskerk, M. R. H. Mandjes
Publication date: 18 June 2020
Published in: Stochastic Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.02999
Lévy processesoverdispersionEdgeworth expansionsservice systemsexact asymptoticsmultitimescale model
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Large deviations (60F10) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large deviations for a general class of random vectors
- Multidimensional strong large deviation theorems
- Large deviations of the sample mean in general vector spaces
- A theorem about probabilities of large deviations with an application to queuing theory
- Robust heavy-traffic approximations for service systems facing overdispersed demand
- Capacity Sizing Under Parameter Uncertainty: Safety Staffing Principles Revisited
- A unified formulation of the central limit theorem for small and large deviations from the mean
- The Probability in the Extreme Tail of a Convolution
- On Deviations of the Sample Mean
- On Large Deviations from the Invariant Measure
- Applied Probability and Queues
- STABILIZING PERFORMANCE IN NETWORKS OF QUEUES WITH TIME-VARYING ARRIVAL RATES
- Scaling limits for infinite-server systems in a random environment
- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
- The bootstrap and Edgeworth expansion
This page was built for publication: Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams
