Paper Info
Title
Large Deviations of Square Root Insensitive Random Sums
Abstract
We provide a large deviation result for a random sum S Nxn=0 X n , whereN xis a renewal counting process and { X n } n=0are i.i.d. random variables, independent ofN x , with a common distribution that belongs to a class of square root insensitive distributions. Asymptotically, the tails of these distributions are heavier thane -vxand have zero relative decrease in intervals of length v x, hence square root insensitive. Using this result we derive the asymptotic characterization of the busy period distribution in the stable GI/G/1 queue with square root insensitive service times; this characterization further implies that the tail behavior of the busy period exhibits a functional change for distributions that are lighter thane -vx .
Year
DOI
Venue
2004
10.1287/moor.1030.0082
Math. Oper. Res.
Keywords
DocType
Volume
square root insensitivity,insensitive distribution,X n,square root,Large Deviations,heavier thane,asymptotic characterization,Insensitive Random Sums,insensitive service time,subexponential distribution,large deviation,Square Root,busy period distribution,gi/g/1 queue,common distribution,large deviation result,random sum,busy period
Journal
29
Issue
ISSN
Citations 
2
0364-765X
13
PageRank 
References 
Authors
1.48
6
2
Name
Order
Citations
PageRank
Predrag R. Jelenkovic121929.99
Petar Momcilovic29312.28