Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues

Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues
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有缺陷更新方程的渐近展开及其在扰动风险模型和处理器共享队列中的应用

DOI:
10.1007/s00186-010-0321-6
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发表时间:
2010
影响因子:
1.2
通讯作者:
B. Zwart
B. Zwart
中科院分区:
数学4区
文献类型:
--
作者:
J. Blanchet;B. Zwart

文献摘要

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我们考虑了缺陷和过度更新方程的渐近展开式。这些扩展应用于处理器共享队列和扰动风险模型的分析,并且在矩可计算但分布不可计算的应用程序中产生近似。
We consider asymptotic expansions for defective and excessive renewal equations that are close to being proper. These expansions are applied to the analysis of processor sharing queues and perturbed risk models, and yield approximations that can be useful in applications where moments are computable, but the distribution is not.