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math.PR2005★ 2 cited
A large-deviations analysis of the GI/GI/1 SRPT queue
Misja Nuyens, Bert Zwart
We consider a GI/GI/1 queue with the shortest remaining processing time discipline (SRPT) and light-tailed service times. Our interest is focused on the tail behavior of the sojour…
math.PR2005★ 20 cited
Subexponential asymptotics of hybrid fluid and ruin models
Bert Zwart, Sem Borst, Krzystof Debicki
We investigate the tail asymptotics of the supremum of X(t)+Y(t)-ct, where X={X(t),t\geq 0} and Y={Y(t),t\geq 0} are two independent stochastic processes. We assume that the proces…