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Regular Variation in a Fixed-Point Problem for Single- and Multiclass Branching Processes and Queues

Authors :
Asmussen, Søren
Foss, Sergey
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

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1709.05140
Document Type :
Working Paper