A Kernel Method for Exact Tail Asymptotics---Random Walks in the Quarter Plane
H Li, YQ Zhao - arXiv preprint arXiv:1505.04425, 2015 - arxiv.org
In this paper, we propose a kernel method for exact tail asymptotics of a random walk to
neighborhoods in the quarter plane. This is a two-dimensional method, which does not …
neighborhoods in the quarter plane. This is a two-dimensional method, which does not …
Exact tail asymptotics for fluid models driven by an M/M/c queue
In this paper, we investigate exact tail asymptotics for the stationary distribution of a fluid
model driven by the M/M/c queue, which is a two-dimensional queueing system with a …
model driven by the M/M/c queue, which is a two-dimensional queueing system with a …
Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions
Sticky Brownian motions can be viewed as time-changed semimartingale reflecting
Brownian motions, which find applications in many areas including queueing theory and …
Brownian motions, which find applications in many areas including queueing theory and …
The kernel method tail asymptotics analytic approach for stationary probabilities of two-dimensional queueing systems
YQ Zhao - Queueing Systems, 2022 - Springer
Many queueing systems can be modelled as two-dimensional random walks with reflective
boundaries, discrete, continuous or mixed. Stationary probabilities are one of the most …
boundaries, discrete, continuous or mixed. Stationary probabilities are one of the most …
Kernel Method--An Analytic Approach for Tail Asymptotics in Stationary Probabilities of 2-Dimensional Queueing Systems
YQ Zhao - arXiv preprint arXiv:2101.11661, 2021 - arxiv.org
In this paper, we provide a review on the kernel method, which is one of the options for
characterizing so-called exact tail asymptotic properties in stationary probabilities of two …
characterizing so-called exact tail asymptotic properties in stationary probabilities of two …
Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs
In this paper, we consider a three-dimensional Brownian-driven tandem queue with
intermediate inputs, which corresponds to a three-dimensional semimartingale reflecting …
intermediate inputs, which corresponds to a three-dimensional semimartingale reflecting …