Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations

Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations

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Article ID: iaor20119074
Volume: 68
Issue: 3
Start Page Number: 275
End Page Number: 284
Publication Date: Aug 2011
Journal: Queueing Systems
Authors: ,
Keywords: queues: theory
Abstract:

The areas under the workload process and under the queueing process in a single‐server queue over the busy period have many applications not only in queueing theory but also in risk theory or percolation theory. We focus here on the tail behaviour of distribution of these two integrals. We present various open problems and conjectures, which are supported by partial results for some special cases.

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