SIAM Journal on Applied Mathematics, Vol. 70, No. 1 (2009), pp. 1-23 (23 pages) The Erlang B formula represents the steady-state blocking probability in the Erlang loss model or M/M/s/s queue. We ...
In this paper, we derive a trace formula for self adjoint fourth order differential operator with bounded operator coefficient in the separable Banach space. Compared with the regularized trace ...
For a static model of n individuals generated by heavy-tailed losses, under the assumption that there exist asymptotic independence and dependence structures between the losses, we derive asymptotic ...