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: | Zwart Bert, Blanchet Jose |
Keywords: | renewal processes |
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.