Extreme value theory for queues via cycle maxima

DOI10.1023/A:1009970005784zbMATH Open0926.60072OpenAlexW2157714062MaRDI QIDQ1297898FDOQ1297898

Authors: Søren Asmussen 

Publication date: 14 September 1999

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009970005784

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zbMATH Keywords

renewal processqueue lengthextreme value distributionregenerative processworkloadwaiting time

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25)

Cited In (39)

• On the maximum workload of a queue fed by fractional Brownian motion.
• Regeneration-based statistics for Harris recurrent Markov chains
• Computing the performance measures in queueing models via the method of order statistics
• A law of the iterated logarithm for the sojourn time process in queues in series
• On cycle maxima, first passage problems and extreme value theory for queues
• On extreme values in open queueing networks
• Title not available (Why is that?)
• TheM/G/1 Queue with Quasi-Restricted Accessibility
• On the Cycle Maximum of Mountains, Dams and Queues
• Heavy-traffic extreme value limits for Erlang delay models
• Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times
• ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS
• Finite-buffer queues with workload-dependent service and arrival rates
• On regenerative estimation of extremal index in queueing systems
• On the overflow time of a fluid model
• On extreme values of the queue length in some queuing systems
• Large deviations and fast simulation in the presence of boundaries.
• Asymptotic behavior of extreme values of queue length in \(M/M/m\) systems
• A spectral theory approach for extreme value analysis in a tandem of fluid queues
• A law of the iterated logarithm for extreme queue length in multiphase queues
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method
• On the extreme values of \(M/M/m\) queueing systems
• Tail asymptotics for M/G/1-type queueing processes with light-tailed increments
• Maximum values in queueing processes
• Bootstrapping robust statistics for Markovian data applications to regenerative \(R\)-statistics and \(L\)-statistics
• Estimating tail decay for stationary sequences via extreme values
• On the law of the iterated logarithm in multiserver open queueing networks
• Estimates of the convergence rate in a limit theorem for geometric sums and some of their applications
• Estimation of the rate of convergence in the limit theorem for extreme values of regenerative processes
• On the global values of the queue length in open queueing networks
• On extreme values of some regenerative processes
• Regenerative block-bootstrap confidence intervals for tail and extremal indexes
• On the cycle maximum of birth-death processes and networks of queues
• A limit theorem for extreme values of discrete random variables and its applications
• Asymptotic behavior of maxima of independent random variables. Discrete case
• Hitting times and the running maximum of Markovian growth-collapse processes
• Clustering of Markov chain exceedances
• The laws of iterated and triple logarithms for extreme values of regenerative processes
• Estimation of the waiting time of patients in a hospital with simple Markovian model using order statistics

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