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arXiv 1102.1095math.PRmath.OC
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随机过程下区域的尾部特性及其在保险系统、保险和补偿中的应用

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

Rafal Kulik, Zbigniew Palmowski

摘要:

单服务台排队系统在忙期内的工作负荷过程下的面积和排队过程下的面积不仅在排队论中有许多应用,而且在风险理论或渗流理论中也有许多应用。我们在这里集中在这两个积分分布的尾部行为。我们提出了各种开放的问题和解决方案,这些问题和解决方案在某些特殊情况下得到了部分结果的支持。

英文摘要:

The areas under workload process and under queuing process in a single server queue over the busy period have many applications not only in queuing 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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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