Simulating tail probabilities in GI/GI/1 queues and insurance risk processes with subexponential distributions (extended abstract).
Nam Kyoo BootsPerwez ShahabuddinPublished in: SIGMETRICS Perform. Evaluation Rev. (2001)
Keyphrases
- extended abstract
- queue length
- risk management
- probability distribution
- steady state
- heavy tailed
- random variables
- power law
- queueing networks
- marginal distributions
- neural network
- risk assessment
- queueing model
- service rates
- stochastic processes
- finite capacity
- kullback leibler divergence
- transition probabilities
- joint distribution
- decision support system
- high risk
- stationary distribution
- computational models
- queueing systems
- expectation maximization
- probability measure
- decision making