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arXiv · 1709.05140

Regular Variation in a Fixed-Point Problem for Single- and Multiclass Branching Processes and Queues

Søren Asmussen·Sergey Foss
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Abstract

Tail asymptotics of the solution $R$ to a fixpoint problem of type $R =_{st} Q + \sum_1^N R_m$ is derived under heavy-tailed conditions allowing both dependence between $Q$ and $N$ and the tails to be of the same order of magnitude. Similar results are derived for a $K$-class version with applications to multitype branching processes and busy periods in multiclass queues.

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Søren Asmussen, Sergey Foss. 2017-09-15. Regular Variation in a Fixed-Point Problem for Single- and Multiclass Branching Processes and Queues. https://arxiv.org/abs/1709.05140

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