Extreme values of birth and death processes and queues (Q1098502)

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.