Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times

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dc.contributor.authorBaltrunas, Alexandrus
dc.contributor.authorDaley, Daryl
dc.contributor.authorKluppelberg, Claudia
dc.date.accessioned2015-12-13T23:09:31Z
dc.date.issued2004
dc.date.updated2015-12-12T08:19:35Z
dc.description.abstractThis paper considers a stable GI/GI/1 queue with subexponential service time distribution. Under natural assumptions we derive the tail behaviour of the busy period of this queue. We extend the results known for the regular variation case under minimal conditions. Our method of proof is based on a large deviations result for subexponential distributions.
dc.identifier.issn0304-4149
dc.identifier.urihttp://hdl.handle.net/1885/87036
dc.publisherElsevier
dc.sourceStochastic Processes and their Applications
dc.subjectKeywords: Busy period; GI/GI/1 queue; Precise large deviations; Subexponential distribution; Transient random walk
dc.titleTail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
dc.typeJournal article
local.bibliographicCitation.lastpage258
local.bibliographicCitation.startpage237
local.contributor.affiliationBaltrunas, Alexandrus, University of Lithuania
local.contributor.affiliationDaley, Daryl, College of Physical and Mathematical Sciences, ANU
local.contributor.affiliationKluppelberg, Claudia, Munich University of Technology
local.contributor.authoruidDaley, Daryl, u7000591
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor010406 - Stochastic Analysis and Modelling
local.identifier.ariespublicationMigratedxPub16153
local.identifier.citationvolume111
local.identifier.doi10.1016/j.spa.2004.01.005
local.identifier.scopusID2-s2.0-2342504595
local.type.statusPublished Version

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