Extreme value theory for queues via cycle maxima (Q1297898)

Asymptotics of extremes of such characteristics as waiting time, workload, queue length and other are considered for queueing systems as the time of functioning \(t\to\infty\). The main idea is to reduce the problem to the asymptotics of i.i.d. maxima distributions using the regenerative cycles of the considered process. The M/M/1, M/G/1, \(\text{M/M}/\infty\), G1/G/1 systems are considered. To describe possible non-homogeneities in the arrival flow the author uses the Markov-modulated Poisson processes (MMPP) model. In this model the intensity of the arrival flow depends on the state of some background Markov process. The asymptotics of a workload process in the MMPP/G/1 model is described.