S. Foss

most citedAsymptotics for sums of random variables with local subexponential behaviour

7 citations · 7 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2013★ 7 cited

Asymptotics for sums of random variables with local subexponential behaviour

S. Asmussen, S. Foss, D. Korshunov

We study distributions $F$ on $[0, \infty)$ such that for some $T \leq \infty$ , $F^{* 2} (x, x + T] \sim 2 F (x, x + T]$ . The case $T = \infty$ corresponds to $F$ being subexponential, and our ana…

math.PR2013

Heavy tails in multi-server queues

Sergey Foss, Dmitry Korshunov

In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time $W$ in the $G I / G I /2$ FCFS queue is studied. Under subexponential-type assumptions on…