Asymptotics of hybrid fluid queues with Levy input.

K. Debicki; B. Sierpinska; A.P. Zwart

doi:10.1239/jap/1363784427

Asymptotics of hybrid fluid queues with Levy input.

K. Debicki, B. Sierpinska, A.P. Zwart

Mathematics

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

Abstract

Let {X(t) : t ∈ ℝ} be the integrated on-off process with regularly varying on-periods, and let {Y(t): t ∈ ℝ} be a centered Levy process with regularly varying positive jumps (independent of X(·)). We study the exact asymptotics of ℙ(sup

Original language	English
Pages (from-to)	103-113
Journal	Journal of Applied Probability
Volume	50
DOIs	https://doi.org/10.1239/jap/1363784427
Publication status	Published - 2013

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10.1239/jap/1363784427

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title = "Asymptotics of hybrid fluid queues with Levy input.",

abstract = "Let {X(t) : t ∈ ℝ} be the integrated on-off process with regularly varying on-periods, and let {Y(t): t ∈ ℝ} be a centered Levy process with regularly varying positive jumps (independent of X(·)). We study the exact asymptotics of ℙ(sup",

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AU - Sierpinska, B.

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DO - 10.1239/jap/1363784427

M3 - Article

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JO - Journal of Applied Probability

JF - Journal of Applied Probability

ER -

Asymptotics of hybrid fluid queues with Levy input.

Abstract

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