Consider the problem of estimating the small probability that the maximum of a random walk exceeds a large threshold, when the process has a negative drift and the underlying rand...
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...
Abstract—The split of a multihop, point to point TCP connection consists in replacing a plain, end-to-end TCP connection by a cascade of TCP connections. In such a cascade, conne...