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,

ISSN 1403-9338
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