REGULAR VARIATION IN A FIXED-POINT PROBLEM FOR SINGLE- AND MULTI-CLASS BRANCHING PROCESSES AND QUEUES

Soren Asmussen, Sergey Foss

Результат исследования: Научные публикации в периодических изданияхстатья

2 Цитирования (Scopus)

Аннотация

Tail asymptotics of the solution R to a fixed-point problem of the type R =(D) Q + Sigma(N)(1) R-m are derived under heavy-tailed conditions allowing both dependence between Q and N and the tails to be of the same order of magnitude. Similar results are derived for a K-class version with applications to multi-type branching processes and busy periods in multi-class queues.

Язык оригиналаанглийский
Страницы (с-по)47-61
Число страниц15
ЖурналAdvances in Applied Probability
Том50
Номер выпускаA
DOI
СостояниеОпубликовано - 1 дек 2018

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