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- Title
Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations.
- Authors
Kulik, Rafał; Palmowski, Zbigniew
- Abstract
The areas under the workload process and under the queueing process in a single-server queue over the busy period have many applications not only in queueing 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.
- Subjects
PERCOLATION theory; QUEUEING networks; CLIENT/SERVER computing; WORKLOAD of computers; LAW of large numbers
- Publication
Queueing Systems, 2011, Vol 68, Issue 3/4, p275
- ISSN
0257-0130
- Publication type
Article
- DOI
10.1007/s11134-011-9242-1