Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times

This paper considers a stable GI/GI/1 queue with subexponential service time distribution. Under natural assumptions we derive the tail behaviour of the busy period of this queue. We extend the results known for the regular variation case under minimal conditions. Our method of proof is based on a large deviations result for subexponential distributions.

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Year of publication:	2004
Authors:	Baltrunas, A. ; Daley, D. J. ; Klüppelberg, C.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 111.2004, 2, p. 237-258
Publisher:	Elsevier
Keywords:	GI/GI/1 queue Busy period Subexponential distribution Transient random walk Precise large deviations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875740