Tail asymptotics for M/G/1-type queueing processes with light-tailed increments

  • Authors:

  • Jakob R. MøLler

  • Affiliations:

  • Mathematical Statistics, Centre for Mathematical Sciences, Lund University, Box 118, S-221 00 Lund, Sweden

  • Venue:
  • Operations Research Letters
  • Year:
  • 2001

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Abstract

The exponential tail decay of the steady-state vector is considered for M/G/1-type processes with light-tailed increments. Regeneration and exponential change of measure are applied as are Markov additive processes.