Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues

Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues

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Article ID: iaor20107711
Volume: 72
Issue: 2
Start Page Number: 311
End Page Number: 326
Publication Date: Oct 2010
Journal: Mathematical Methods of Operations Research
Authors: ,
Keywords: renewal processes
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.

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