Asymptotic Expansions of Perturbed Risk Models and Processor Sharing Queues (with B. Zwart).

Summary:

We study renewal equations that are either defective or excessive and provide asymptotic corrections as the equations tend to be proper. The paper is mostly an application of Blanchet and Glynn (2007) Adv. in Appl. Probl., but it is nice to see the implications in the models under consideration (I think). In particular, the theory is helpful to develop approximation to the distribution of some random variables based on moments.

Bibtex:

@Article{BlaZw10,

author = { J. Blanchet and B. Zwart},

title = {Asymptotic expansions of renewal equations with applications to insurance and processor sharing},

journal = {Math. Meth. of Oper. Res.},

year = {2011},

volume = {72},

pages = {311-326}

}