Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues

作者：Blanchet Jose^*; Zwart Bert

来源：Mathematical Methods of Operations Research, 2010, 72(2): 311-326.

DOI：10.1007/s00186-010-0321-6

• Renewal equations
• Risk models
• Processor sharing queues
• Corrected diffusion approximations

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.

• 出版日期2010-10