Consider a tandem queue consisting of two single-server queues in series, with a Poisson arrival process at the first queue and arbitrarily distributed service times, which for any customer are identical in both queues. For this tandem queue, we relate the tail behaviour of the sojourn time...

Consider a tandem queue consisting of two single-server queues in series, with a Poisson arrival process at the first queue and arbitrarily distributed service times, which for any customer are identical in both queues. For this tandem queue, we relate the tail behaviour of the sojourn time...

Suppose are independent subexponential random variables with partial sums. We show that if the pairwise sums of the ’s are subexponential, then is subexponential and . The result is applied to give conditions under which as , where are constants such that is a.s. convergent. Asymptotic tail...

In economics, rank-size regressions provide popular estimators of tail exponents of heavy-tailed distributions. We discuss the properties of this approach when the tail of the distribution is regularly varying rather than strictly Pareto. The estimator then over-estimates the true value in the...