On regenerative estimation of extremal index in queueing systems

DOI10.1007/978-3-030-92507-9_21MaRDI QIDQ2151354zbMATH OpenOpenAlexFDO

Authors Irina Peshkova, Evsey Morozov, Maria Maltseva

Publication date 1 July 2022

Full work available at URL https://doi.org/10.1007/978-3-030-92507-9_21

zbMATH Keywords

extremal indexperformance analysisqueueing systemregenerative simulation

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25)

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Cites work

• Applied Probability and Queues
• Comparing counting processes and queues
• Computing the extremal index of special Markov chains and queues
• Extreme value theory. An introduction.
• Extreme Values in the GI/G/1 Queue
• Extremes and related properties of random sequences and processes
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 597912 (Why is no real title available?)
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• Maxima and exceedances of stationary Markov chains
• Regenerative block-bootstrap confidence intervals for tail and extremal indexes
• Sampling at subexponential times, with queueing applications
• The extremal index for a Markov chain

Cited in

(5)

• Estimating tail probabilities in queues via extremal statistics
• Regenerative Simulation for Estimating Extreme Values
• An Estimate of the Moment of the Regeneration Period in a Closed Central-Server Queueing Network
• Statistical Estimate of the Traffic Coefficient for a Multichannel Queueing System with Regenerative Input Flow
• On maxima of stationary delay in the \({M/G/2}\) systems

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