Asymptotic Expansions of Defective Renewal Equations with Applications to Perturbed Risk Models and Processor Sharing Queues.

J. Blanchet; A.P. Zwart

doi:10.1007/s00186-010-0321-6

Asymptotic Expansions of Defective Renewal Equations with Applications to Perturbed Risk Models and Processor Sharing Queues.

J. Blanchet, A.P. Zwart

Mathematics

Research output: Contribution to Journal › Article › Academic › peer-review

Abstract

We consider asymptotic expansions for defective and excessive renewal equations that are close to being proper. These expansions are applied to the analysis of processor sharing queues and perturbed risk models, and yield approximations that can be useful in applications where moments are computable, but the distribution is not. © 2010 Springer-Verlag.

Original language	English
Pages (from-to)	311-326
Journal	Mathematical Methods of Operations Research
Volume	72
DOIs	https://doi.org/10.1007/s00186-010-0321-6
Publication status	Published - 2010

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title = "Asymptotic Expansions of Defective Renewal Equations with Applications to Perturbed Risk Models and Processor Sharing Queues.",

abstract = "We consider asymptotic expansions for defective and excessive renewal equations that are close to being proper. These expansions are applied to the analysis of processor sharing queues and perturbed risk models, and yield approximations that can be useful in applications where moments are computable, but the distribution is not. {\textcopyright} 2010 Springer-Verlag.",

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AU - Zwart, A.P.

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N2 - We consider asymptotic expansions for defective and excessive renewal equations that are close to being proper. These expansions are applied to the analysis of processor sharing queues and perturbed risk models, and yield approximations that can be useful in applications where moments are computable, but the distribution is not. © 2010 Springer-Verlag.

AB - We consider asymptotic expansions for defective and excessive renewal equations that are close to being proper. These expansions are applied to the analysis of processor sharing queues and perturbed risk models, and yield approximations that can be useful in applications where moments are computable, but the distribution is not. © 2010 Springer-Verlag.

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DO - 10.1007/s00186-010-0321-6

M3 - Article

SN - 1432-2994

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JO - Mathematical Methods of Operations Research

JF - Mathematical Methods of Operations Research

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Asymptotic Expansions of Defective Renewal Equations with Applications to Perturbed Risk Models and Processor Sharing Queues.

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