TAIL PROBABILITIES IN QUEUEING PROCESSES
نویسندگان
چکیده
منابع مشابه
Tailed Probabilities in Queueing Processes
In the study of large scale stochastic networks with resource management, differential equations and mean-field limits are two key techniques. Recent research shows that the expected fraction vector (that is, the tail probability vector) plays a key role in setting up mean-field differential equations. To further apply the technique of tail probability vector to deal with resource management of...
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Obtaining (tail) probabilities from a transform function is an important topic in queueing theory. To obtain these probabilities in discrete-time queueing systems, we have to invert probability generating functions, since most important distributions in discrete-time queueing systems can be determined in the form of probability generating functions. In this paper, we calculate the tail probabil...
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Let X = (Xt )t∈S be a real-valued Gaussian random process indexed by S with mean zero. General upper and lower estimates are given for the lower tail probability P(supt∈S(Xt − Xt0) ≤ x) as x → 0, with t0 ∈ S fixed. In particular, sharp rates are given for fractional Brownian sheet. Furthermore, connections between lower tail probabilities for Gaussian processes with stationary increments and le...
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ژورنال
عنوان ژورنال: Asia-Pacific Journal of Operational Research
سال: 2014
ISSN: 0217-5959,1793-7019
DOI: 10.1142/s0217595914400077