Author:
Asmussen Søren,Foss Sergey
Abstract
Abstract
Tail asymptotics of the solution R to a fixed-point problem of the type R=DQ+∑1NRm are derived under heavy-tailed conditions allowing both dependence between Q and N and the tails to be of the same order of magnitude. Similar results are derived for a K-class version with applications to multi-type branching processes and busy periods in multi-class queues.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
6 articles.
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