Results 121 to 130 of about 6,594 (144)

Resource sharing with subexponential distributions

Proceedings.Twenty-First Annual Joint Conference of the IEEE Computer and Communications Societies, 2003
We investigate the distribution of the waiting time V in an M/G/1 processor sharing queue with traffic intensity /spl rho/ x] = P[B > (1 - /spl rho/)x](1 + o(1)) Furthermore, we demonstrate that the preceding relationship does not hold if the job distribution has a lighter tail than e/sup -/spl radic/x/.
P. Jelenkovic, P. Momcilovic
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Subexponential distribution functions in Rd

Journal of Mathematical Sciences, 2006
In the univariate case a distribution function \(F\), such that \(F(0+)=0\) and \(F(x)\mathbf{0}\) and at least one of the components of \(\mathbf{x}\) is finite. Both \(\mathcal{S}\) and \(\mathcal{S}(\mathbb{R}^d)\) contain important special families. The properties of \(\mathcal{S}(\mathbb{R}^d)\) are studied in section 2 (see Theorems 7 and 10, and
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Strongly subexponential distributions and banach algebras of measures

Siberian Mathematical Journal, 1999
Let \(G\) be a probability measure on \([0,\infty)\) with unbounded support such that (i) the limit \(\lim_{x\to\infty}G*G([x,\infty))/G([x,\infty))=c\) exists; (ii) for every fixed \(y\) and some \(\gamma\geq 0\), \(G([x+y,\infty))/G([x,\infty))\to e^{-\gamma y}\) as \(x\to\infty\).
Rogozin, B. A., Sgibnev, M. S.
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On a Property of Subexponential Distributions

Lithuanian Mathematical Journal, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Subexponential distributions and integrated tails

Journal of Applied Probability, 1988
Let F be a distribution function on [0,∞) with finite expectation. In terms of the hazard rate of F several conditions are given which simultaneously imply subexponentiality of F and of its integrated tail distribution F1. These conditions apply to a wide class of longtailed distributions, and they can also be used in connection with certain random ...
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Some properties of subexponential distributions

Mathematical Notes, 1997
Recall that a distribution is called subexponential if the decay of the survival function of the convolution product has twice the size as the original survival function as \(t\to\infty\). The class of subexponential distributions \(S\) is studied under the operations \(\max(X,Y)\) and \(\min(X,Y)\), where \(X\) and \(Y\) are independent random ...
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Second-Order Asymptotic Behavior of Subexponential Infinitely Divisible Distributions

Theory of Probability & Its Applications, 2004
The asymptotic of infinitely divisible distribution functions has been explicitly studied; see e.g. \textit{V. M. Zolotarev} [Theory Probab. Appl. 6, 304--307 (1961); translation from Teory. Veroyatn. Primen. 6, 330-333 (1961; Zbl 0124.34501)], \textit{P. Embrechts, C. M. Goldie} and \textit{N. Veraverbeke} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 49,
Baltrunas, A., Yakymiv, A. L.
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Subexponential distributions and dominated-variation tails

Journal of Applied Probability, 1978
For a distribution function F on (0,∞), regular variation of its tail is known to imply that F is subexponential. Let be merely of dominated variation. This note shows that F need not be subexponential, and investigates which of the known necessary conditions for subexponentiality become sufficient when insisted upon for such an F.
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Some closure properties for subexponential distributions

Statistics & Probability Letters, 2009
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The rate of convergence for subexponential distributions

Lithuanian Mathematical Journal, 1998
Let \(F\) be a subexponential distribution function (i.e. \((1-F^{*n} (x))/(1-F(x)) \to n\) as \(x\to\infty\) for all \(n\geq 2)\), assume that \(F\) has a density \(f\), and define the hazard rate function \(q(x)=f(x)/r(x)\), where \(r(x)=1 -F(x)\), \(x>0\). Further, set \(R(x)=\int^x_0r(y)dy\) and \(U(x)=r^2 (x/2)/f (x)R(x)\), \(x>0\).
Baltrūnas, A., Omey, E.
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