Asymptotic expansions for a stochastic model of queue storage

Asymptotic Expansions for Stochastic Processes

The central limit theorems are the basis of the large sample statistics. In estimation theory, the asymptotic efficiency is evaluated by the asymptotic variance of estimators, and in testing statistical hypotheses, the critical region of a test is determined by the normal approximation. Though asymptotic properties of statistics are based on central limit theorems, the accuracy of their approxi...

investigating the feasibility of a proposed model for geometric design of deployable arch structures

deployable scissor type structures are composed of the so-called scissor-like elements (sles), which are connected to each other at an intermediate point through a pivotal connection and allow them to be folded into a compact bundle for storage or transport. several sles are connected to each other in order to form units with regular polygonal plan views. the sides and radii of the polygons are...

Heavy-traffic Asymptotic Expansions for the Asymptotic Decay Rates in the Bmap/g/1 Queue

In great generality, the basic steady-state distributions in the BMAP / G /1 queue have asymptotically exponential tails. Here we develop asymptotic expansions for the asymptotic decay rates of these tail probabilities in powers of one minus the traffic intensity. The first term coincides with the decay rate of the exponential distribution arising in the standard heavy-traffic limit. The coeffi...

Second Order Moment Asymptotic Expansions for a Randomly Stopped and Standardized Sum

This paper establishes the first four moment expansions to the order o(a^−1) of S_{t_{a}}^{prime }/sqrt{t_{a}}, where S_{n}^{prime }=sum_{i=1}^{n}Y_{i} is a simple random walk with E(Yi) = 0, and ta is a stopping time given by t_{a}=inf left{ ngeq 1:n+S_{n}+zeta _{n}>aright}‎ where S_{n}=sum_{i=1}^{n}X_{i} is another simple random walk with E(Xi) = 0, and {zeta _{n},ngeq 1} is a sequence of ran...

Asymptotic Expansions for Integrals