Asymptotic loss probability in a finite buffer fluid queue with heterogeneous heavy-tailed on-off processes
type: Item
instance of: scholarly article
title: Asymptotic loss probability in a finite buffer fluid queue with heterogeneous heavy-tailed on-off processes
zbMATH Open document ID: 1031.60081
author: Petar Momčilović
author: Predrag R. Jelenković
published in: The Annals of Applied Probability
publication date: 2003-11-17T00:00:00Z
review text: Two finite fluid queues fed by a superposition of heterogeneous heavy-tailed on-off processes are considered. Both explicit and asymptotically exact results are obtained for approximating the loss rate and overflow probability under the assumption that the excess activity periods are intermediately regularly varying. The accuracy of the results is illustrated with some simulation experiments. This work is complementary to some results for the infinite buffer case.
Mathematics Subject Classification ID: 60K25
Mathematics Subject Classification ID: 60F99
zbMATH DE Number: 2005169
zbMATH Keywords: fluid queues
zbMATH Keywords: heavy-tailed distributions
zbMATH Keywords: overflow probability
reviewed by: Jesus R. Artalejo
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1050689595
OpenAlex ID: W1578555709
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DOI: 10.1214/AOAP/1050689595
description: scientific article; zbMATH DE number 2005169