Extreme values of birth and death processes and queues (Q1098502): Difference between revisions
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English | Extreme values of birth and death processes and queues |
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Extreme values of birth and death processes and queues (English)
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1988
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Consider a birth and death process and the maxima in a time interval that can increase indefinitely. In general, even with linear transformations, these maxima do not have a limiting non-degenerate distribution, although in some cases they have a limiting degenerate distribution. Under certain conditions not only Fréchet distributions (with shape parameter 1) or Gumbel distributions can be the limiting distributions but also a new limiting distribution appears to fit better to the data. The results, under the conditions stated, are valid for transient and recurrent birth and death processes and connected queues.
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birth and death process
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Fréchet distributions
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Gumbel distributions
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transient and recurrent birth and death processes
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queues
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