Heavy-traffic extreme value limits for Erlang delay models

DOI10.1007/S11134-009-9132-YMaRDI QIDQ2269486zbMATH OpenOpenAlexFDO

Authors Guodong Pang, Ward Whitt

Publication date 17 March 2010

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11134-009-9132-y

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

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• A limit theorem for the maximum of normalized sums of independent random variables
• Algorithmic analysis of the maximum queue length in a busy period for the \(M/M/c\) retrial queue
• Applications of maximum queue lengths to call center management
• Comparing counting processes and queues
• Efficiency-Driven Heavy-Traffic Approximations for Many-Server Queues with Abandonments
• Extremal behavior of diffusion models in finance
• Extreme value theory for queues via cycle maxima
• Extreme values of birth and death processes and queues
• Extremes and related properties of random sequences and processes
• Heavy-Traffic Limits for Queues with Many Exponential Servers
• Heavy-traffic extreme-value limits for queues
• Martingale proofs of many-server heavy-traffic limits for Markovian queues
• Maximum Queue Length and Waiting Time Revisited: Multserver G/G/c Queue
• Maximum and minimum of one-dimensional diffusions
• Stochastic-Process Limits
• Strong approximation theorems for density dependent Markov chains

Cited in

(2)

• On maxima of stationary delay in the \({M/G/2}\) systems
• Heavy traffic limits for the extreme waiting time in multi-phase queueing systems

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