Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/s00186-010-0321-6.pdf
Reference19 articles.
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2. Blanchet J, Glynn P (2007) Uniform renewal theory with applications to expansions of geometric sums. Adv Appl Probab 39: 1070–1097
3. Borovkov A, Foss S (2000) Estimates for overshooting and arbitrary boundary by a random walk and their applications. Theor Probab Appl 44: 231–253
4. Dufresne F, Gerber H (1991) Risk theory for the compound Poisson process that is perturbed by diffusion. Insur Math Econom 10: 51–59
5. Egorova R, Zwart AP (2007) Tail behavior of conditional sojourn times in processor-sharing queues. Queueing Syst 55: 107–121
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