Blanchet, J., Zwart, B. Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues. Math Meth Oper Res 72, 311–326 (2010). https://doi.org/10.1007/s00186-010-0321-6

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Abstract

We consider asymptotic expansions for defective and excessive renewal equations that are close to being proper. These expansions are applied to the analysis of processor sharing queues and perturbed risk models, and yield approximations that can be useful in applications where moments are computable, but the distribution is not.

Authors
Jose Blanchet, Bert Zwart
Publication date
2010/10
Journal
Mathematical Methods of Operations Research
Volume
72
Pages
311-326
Publisher
Springer-Verlag