Dębicki, K.; Es-Saghouani, A.; Mandjes, M. - 2010
With (Qt)t denoting the stationary workload process in a queue fed by a Lévy input process (Xt)t, this paper focuses on the asymptotics of rare event probabilities of the type P(Q0 pB, QTB qB) for given positive numbers p and q, and a positive deterministic function TB. We first identify...