Regular variation in a fixed point problem for multiclass queues and branching processes
Speaker: Professor Søren Asmussen, Aarhus University
The busy period R in an M/G/1 queue and various quantities associated with branching processes satisfy fixed point equations of the form, variants occur for example for the Google page rank algorithm. We present a simple derivation of the asymptotics of the tail of R under a regular variation condition somewhat more general than in the literature, and give a multivariate version applying to
multitype branching processes and multiclass queues.
Joint work with Sergey Foss.
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The Statistics, modelling and operations research (SMOR) Seminar series seeks to celebrate and disseminate research and developments across the broad spectrum of quantitative sciences. The SMOR series provides a platform for communication of both theoretical and practical developments, as well as interdisciplinary topics relating to applied mathematics and statistics.
