TARWQ · Tail asymptotics for random walks and queues

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Project objective

We propose to investigate three important problems. Namely, we are interested in tail asymptotics for the busy period in the single-server queue, tail asymptotics for the stationary sojourn time in the processor sharing queues and tail asymptotics for the supremum of the random walk with dependent (asymptotically) stationary increments. We plan to study both heavy-tailed and light-tailed cases. In this research we will use theory of large deviations of random walks and we also intend to make a contribution to this theory.

Original text from CORDIS.

Participants

• EURANDOM · EINDHOVENCoordinatorNetherlands

Links

• View on CORDIS