Results 31 to 40 of about 45 (42)

Asymptotics for aggregated interdependent multivariate subexponential claims with general investment returns

This paper investigates asymptotic estimates for the entrance probability of the discounted aggregate claim vector from a multivariate renewal risk model into some rare set. We provide asymptotic results for the entrance probability on both finite and infinite time horizons under various assumptions regarding the stochastic price process of the ...
Chen, Zhangting, Konstantinides, Dimitrios G., Passalidis, Charalampos D.   +2 more
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Integrable and Chaotic Systems Associated with Fractal Groups. [PDF]

Entropy (Basel), 2021
Grigorchuk R, Samarakoon S.
europepmc   +1 more source

Tails in Generalized Jackson Networks with Subexponential Service Distributions

, 2004
We give the exact asymptotic of the tail of the stationary maximal dater in generalized Jackson networks with subexponential service times. This maximal dater, which is an analogue of the workload in an isolated queue, gives the time to clear all customers present at some time t when stopping all arrivals taking place later than t.
Baccelli, François, Foss, Serguei, Lelarge, Marc   +2 more
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Subexponential interval graphs generated by immigration-death processes

Subexponential interval graphs generated by immigration-death processes
identifier:oai:t2r2.star.titech.ac.jp ...
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Post model-fitting exploration via a "Next-Door" analysis. [PDF]

Can J Stat, 2020
Guan L, Tibshirani R.
europepmc   +1 more source

Asymptotic behavior of Generalized Processor Sharing queues under subexponential hypothesis

, 2001
We analyze the behavior of Generalized Processor Sharing (GPS) queues with heavy tailed service times. The model consists of coupled queues : each one receives an arrival stream of customers with inter-arrival time that are i.i.d and with service times that are subexponential.
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Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims

Japan Journal of Industrial and Applied Mathematics, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fengyang Cheng, Dongya Cheng, Zhangting Chen   +2 more
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SUBEXPONENTIAL INTERVAL GRAPHS GENERATED BY IMMIGRATION–DEATH PROCESSES

Probability in the Engineering and Informational Sciences, 2010
We propose a simple model of random interval graphs generated by immigration–death processes (also known as M/G/∞ queuing processes), where the length of each interval follows a subexponential distribution, and provide a condition under which the stationary degree distribution is also subexponential. Furthermore, we consider the conditional expectation
Naoto Miyoshi, Mariko Ogura, Takeya Shigezumi, Ryuhei Uehara   +3 more
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A General Class of Closed Fork and Join Queues with Subexponential Service Times

Stochastic Models, 2007
For a general class of closed feed-forward fork and join queueing networks, we derive the tail asymptotics of transient cycle times and waiting times under the assumption that the service time distribution of at least one station is subexponential.
Hayriye Ayhan, Jung-kyung Kim
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A General Framework for Subexponential Discrete Logarithm Algorithms in Groups of Unknown Order

2001
We develop a generic framework for the computation of logarithms in finite class groups. The model allows us to formulate a probabilistic algorithm based on collecting relations in an abstract way independently of the specific type of group to which it is applied, and to prove a subex-ponential running time if a certain smoothness assumption is ...
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