Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations
نویسندگان
چکیده
The areas under workload process and under queuing process in a single server queue over the busy period have many applications not only in queuing 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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عنوان ژورنال:
- Queueing Syst.
دوره 68 شماره
صفحات -
تاریخ انتشار 2011