scholarly journals The behavior of the renewal sequence in case the tail of the waiting-time distribution is regularly varying with index −1

1982 ◽  
Vol 14 (4) ◽  
pp. 870-884 ◽  
Author(s):  
J. B. G. Frenk
Keyword(s):  
Waiting Time ◽  
Time Distribution ◽  
Second Order ◽  
Recurrent Event ◽  
Asymptotic Result ◽  
Waiting Time Distribution ◽  
Probability Of Occurrence ◽  
Renewal Sequence ◽  
Regularly Varying

A second-order asymptotic result for the probability of occurrence of a persistent and aperiodic recurrent event is given if the tail of the distribution of the waiting time for this event is regularly varying with index −1.

scholarly journals The behavior of the renewal sequence in case the tail of the waiting-time distribution is regularly varying with index −1

1982 ◽  
Vol 14 (04) ◽  
pp. 870-884
Author(s):  
J. B. G. Frenk
Keyword(s):  
Waiting Time ◽  
Time Distribution ◽  
Second Order ◽  
Recurrent Event ◽  
Asymptotic Result ◽  
Waiting Time Distribution ◽  
Probability Of Occurrence ◽  
Renewal Sequence ◽  
Regularly Varying

A second-order asymptotic result for the probability of occurrence of a persistent and aperiodic recurrent event is given if the tail of the distribution of the waiting time for this event is regularly varying with index −1.

Heavy traffic theory for queues with several servers. I

1974 ◽  
Vol 11 (03) ◽  
pp. 544-552 ◽  
Author(s):  
Julian Köllerström
Keyword(s):  
Asymptotic Formula ◽  
Waiting Time ◽  
Time Distribution ◽  
Heavy Traffic ◽  
Waiting Time Distribution ◽  
Arrival Times ◽  
Renewal Sequence ◽  
Queue Discipline ◽  
Traffic Theory ◽  
Mutually Independent

Queues with several servers are examined here, in which arrivals are assumed to form a renewal sequence and successive service times to be mutually independent and independent of the arrival times. The first-come-first-served queue discipline only is considered. An asymptotic formula for the equilibrium waiting time distribution is obtained under conditions of heavy traffic.

Heavy traffic theory for queues with several servers. I

1974 ◽  
Vol 11 (3) ◽  
pp. 544-552 ◽  
Author(s):  
Julian Köllerström
Keyword(s):  
Asymptotic Formula ◽  
Waiting Time ◽  
Time Distribution ◽  
Heavy Traffic ◽  
Waiting Time Distribution ◽  
Arrival Times ◽  
Renewal Sequence ◽  
Queue Discipline ◽  
Traffic Theory ◽  
Mutually Independent

Queues with several servers are examined here, in which arrivals are assumed to form a renewal sequence and successive service times to be mutually independent and independent of the arrival times. The first-come-first-served queue discipline only is considered. An asymptotic formula for the equilibrium waiting time distribution is obtained under conditions of heavy traffic.

Some analyses on the control of queues using level crossings of regenerative processes

1980 ◽  
Vol 17 (3) ◽  
pp. 814-821 ◽  
Author(s):  
J. G. Shanthikumar
Keyword(s):  
Waiting Time ◽  
Time Distribution ◽  
Queueing Systems ◽  
Density Functions ◽  
Waiting Time Distribution ◽  
Regenerative Processes ◽  
Stieltjes Transform ◽  
Expected Number ◽  
Control Of Queues ◽  
Special Case

Some properties of the number of up- and downcrossings over level u, in a special case of regenerative processes are discussed. Two basic relations between the density functions and the expected number of upcrossings of this process are derived. Using these reults, two examples of controlled M/G/1 queueing systems are solved. Simple relations are derived for the waiting time distribution conditioned on the phase of control encountered by an arriving customer. The Laplace-Stieltjes transform of the distribution function of the waiting time of an arbitrary customer is also derived for each of these two examples.

scholarly journals Role of the Solar Minimum in the Waiting Time Distribution Throughout the Heliosphere

2021 ◽  
Author(s):  
Yosia I Nurhan ◽  
Jay Robert Johnson ◽  
Jonathan R Homan ◽  
Simon Wing
Keyword(s):  
Waiting Time ◽  
Time Distribution ◽  
Solar Minimum ◽  
Waiting Time Distribution

CONTINUOUS-TIME FINANCE AND THE WAITING TIME DISTRIBUTION: MULTIPLE CHARACTERISTIC TIMES

2012 ◽  
Vol 26 (23) ◽  
pp. 1250151 ◽  
Author(s):  
KWOK SAU FA
Keyword(s):  
Distribution Function ◽  
Random Walk ◽  
Waiting Time ◽  
Continuous Time ◽  
Probability Distribution Function ◽  
Time Distribution ◽  
Waiting Time Distribution ◽  
Exponential Functions ◽  
Multiple Characteristic ◽  
Sum Of Products

In this paper, we model the tick-by-tick dynamics of markets by using the continuous-time random walk (CTRW) model. We employ a sum of products of power law and stretched exponential functions for the waiting time probability distribution function; this function can fit well the waiting time distribution for BUND futures traded at LIFFE in 1997.

Part Waiting Time Distribution in a Two-Machine Line

2012 ◽  
Vol 45 (6) ◽  
pp. 457-462 ◽  
Author(s):  
Chuan Shi ◽  
Stanley B. Gershwin
Keyword(s):  
Waiting Time ◽  
Time Distribution ◽  
Waiting Time Distribution
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