S. Foss

activity

20042017

most citedLower limits and equivalences for convolution tails

69 citations · 178 across the 14 of their papers we have counts for

collaborators

Showing 2013 · math.PRShow all

4 papers · 2 filters

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…

math.PR2013

Asymptotics for the maximum of a modulated random walk with heavy-tailed increments

Sergey Foss, Stan Zachary

We consider asymptotics for the maximum of a modulated random walk whose increments $ξ_{n}^{X_{n}}$ are heavy-tailed. Of particular interest is the case where the modulating process $X…

math.PR2013

The maximum on a random time interval of a random walk with long-tailed increments and negative drift

Sergey Foss, Stan Zachary

We study the asymptotics for the maximum on a random time interval of a random walk with a long-tailed distribution of its increments and negative drift. We extend to a general sto…