Tail asymptotics for M/G/1 type queueing processes with light-tailed increments

Jakob Riishede Möller

Centre for Mathematical Sciences
Mathematical Statistics
Lund Institute of Technology,
Lund University,
2000

ISSN 1403-9338

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Abstract:

The exponential tail decay of the steady-state vector is considered for M/G/1-type processes with light-tailed increments. Regeneration and exponential change of measure are applied as are Markov additive processes.

Key words:

M/G/1-type queues, tail asymptotics, exponential change of measure