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math.PR2015★ 10 cited
A Kernel Method for Exact Tail Asymptotics --- Random Walks in the Quarter Plane
Hui Li, Yiqiang Q. Zhao
In this paper, we propose a kernel method for exact tail asymptotics of a random walk to neighborhoods in the quarter plane. This is a two-dimensional method, which does not requir…
math.PR2015
Exact Tail Asymptotics --- Revisit of a Retrial Queue with Two Input Streams and Two Orbits
Yang Song, Zaiming Liu, Yiqiang Q. Zhao
We revisit a single-server retrial queue with two independent Poisson streams (corresponding to two types of customers) and two orbits. The size of each orbit is infinite. The expo…
math.PR2012★ 7 cited
Asymptotic behavior of the loss probability for an M/G/1/N queue with vacations
Yuanyuan Liu, Yiqiang Zhao
In this paper, asymptotic properties of the loss probability are considered for an M/G/1/N queue with server vacations and exhaustive service discipline, denoted by an M/G/1/N -(V,…