Exact asymptotics for a multi-timescale model, with applications in modeling overdispersed customer streams

Mariska Heemskerk, Michel Mandjes

In this paper we study the probability ${\xi }_n(u):=\mathbb{P}\left(C_n⩾un\right)$, with $C_n:=A({\psi }_{n}B({\phi }_n))$ for Lévy processes $A(\cdot )$ and $B(\cdot )$, and ${\phi }_n$ and $ψ…