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    Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions
    14 years 26 days ago
    Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions
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    This paper deals with estimating small tail probabilities of the steady-state waiting time in a GI/GI/1 queue with heavy-tailed (subexponential) service times. The problem of esti...
    Nam Kyoo Boots, Perwez Shahabuddin
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