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Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues

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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.

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Correspondence to Jose Blanchet.

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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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  • DOI: https://doi.org/10.1007/s00186-010-0321-6

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