Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations

Authors:
Rafał Kulik;Zbigniew Palmowski
Affiliations:
Department of Mathematics and Statistics, University of Ottawa, Ottawa, Canada K1N 6N5;Mathematical Institute, Wrocław University, Wrocław, Poland 50-384
Venue:
Queueing Systems: Theory and Applications
Year:
2011

Citing 6
Cited 0

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Abstract

The areas under the workload process and under the queueing process in a single-server queue over the busy period have many applications not only in queueing theory but also in risk theory or percolation theory. We focus here on the tail behaviour of distribution of these two integrals. We present various open problems and conjectures, which are supported by partial results for some special cases.