ASYMPTOTICS OF HYBRID FLUID QUEUES WITH LEVY INPUT

作者：Debicki Krzysztof^*; Sierpinska Iwona; Zwart Bert

来源：Journal of Applied Probability, 2013, 50(1): 103-113.

• Exact asymptotics
• Levy process
• fluid model
• queue

Let {X (t): t is an element of R} be the integrated on-off process with regularly varying on-periods, and let {Y (t): t is an element of R} be a centered Levy process with regularly varying positive jumps (independent of X(.)). We study the exact asymptotics of P(sup(t %26gt;= 0){X(t) + Y(t) - ct} %26gt; u) as u -%26gt; infinity, with special attention to the case r = c, where r is the increase rate of the on-off process during the on-periods.

• 出版日期2013-3