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Regular Variation in a Fixed-Point Problem for Single- and Multiclass Branching Processes and Queues
- Publication Year :
- 2017
-
Abstract
- Tail asymptotics of the solution $R$ to a fixpoint problem of type $R =_{st} Q + \sum_1^N R_m$ is 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 multitype branching processes and busy periods in multiclass queues.<br />Comment: 19 pages, 1 figure
- Subjects :
- Mathematics - Probability
60H25, 60J80, 60K25, 60F10
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1709.05140
- Document Type :
- Working Paper