We obtain asymptotic bounds for the tail distribution of steady-state waiting time in a two server queue where each server processes incoming jobs at a rate equal to the rate of their arrivals (that is, the half-loaded regime). The job sizes are taken to be regularly varying. When the incoming jobs have finite variance, there are basically two types of effects that dominate the tail asymptotics...

We consider an infinitely divisible random field indexed by Rd, d∈N, given as integral of a kernel function with respect to Lévy basis measure having regularly varying right tail. First we show that the tail its supremum over any bounded set is asymptotically equivalent times kernel. Secondly, when observing appropriately increasing sequence continuous index sets, obtain extreme value theorem s...

Based on the asymmetric copula function, this paper analyzes static and dynamic correlation between Shanghai Composite Index Shenzhen Index. Through analysis, it is found that function better than Gumbel Copula in describing distribution characteristics of top tail dependence Index, coefficient definition based can well describe variables. In time-varying improves traditional evolution equation...

The random coding capacity of a vector Gaussian arbitrarily varying channel (VGAVC) is determined, along with a simple general method for computing this capacity. The VGAVC is a discrete-time memoryless vector channel with an input power constraint and additive Gaussian noise that is further corrupted by an additive “jamming signal.” The statistics of this jamming signal are unknown and may be ...

We compute the asymptotics of the sample cross-correlation between two scalar moving averages whose IID innovations have regularly varying probability tails with different tail indices.