Extreme value theory for queues via cycle maxima
From MaRDI portal
Publication:1297898
DOI10.1023/A:1009970005784zbMath0926.60072OpenAlexW2157714062MaRDI QIDQ1297898
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
Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25)
Related Items (35)
On the maximum workload of a queue fed by fractional Brownian motion. ⋮ A law of the iterated logarithm for the sojourn time process in queues in series ⋮ A law of the iterated logarithm for extreme queue length in multiphase queues ⋮ On the overflow time of a fluid model ⋮ Clustering of Markov chain exceedances ⋮ Computing the performance measures in queueing models via the method of order statistics ⋮ Estimates of the convergence rate in a limit theorem for geometric sums and some of their applications ⋮ On the cycle maximum of birth-death processes and networks of queues ⋮ Extreme values statistics for Markov chains via the (pseudo-) regenerative method ⋮ On extreme values of the queue length in some queuing systems ⋮ Regenerative block-bootstrap confidence intervals for tail and extremal indexes ⋮ Estimation of the rate of convergence in the limit theorem for extreme values of regenerative processes ⋮ A spectral theory approach for extreme value analysis in a tandem of fluid queues ⋮ Hitting Times and the Running Maximum of Markovian Growth-Collapse Processes ⋮ On the global values of the queue length in open queueing networks ⋮ On extreme values in open queueing networks ⋮ Heavy-traffic extreme value limits for Erlang delay models ⋮ Tail asymptotics for M/G/1-type queueing processes with light-tailed increments ⋮ ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS ⋮ TheM/G/1 Queue with Quasi-Restricted Accessibility ⋮ Asymptotic behavior of maxima of independent random variables. Discrete case ⋮ A limit theorem for extreme values of discrete random variables and its applications ⋮ On the extreme values of \(M/M/m\) queueing systems ⋮ The laws of iterated and triple logarithms for extreme values of regenerative processes ⋮ Estimating tail decay for stationary sequences via extreme values ⋮ On the Cycle Maximum of Mountains, Dams and Queues ⋮ Asymptotic behavior of extreme values of queue length in \(M/M/m\) systems ⋮ Regeneration-based statistics for Harris recurrent Markov chains ⋮ On extreme values of some regenerative processes ⋮ Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative R‐Statistics and L‐Statistics ⋮ Finite-buffer queues with workload-dependent service and arrival rates ⋮ Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times ⋮ Unnamed Item ⋮ Large deviations and fast simulation in the presence of boundaries. ⋮ On the law of the iterated logarithm in multiserver open queueing networks
This page was built for publication: Extreme value theory for queues via cycle maxima