A law of the iterated logarithm for extreme queue length in multiphase queues

DOI10.1007/s10440-007-9154-6zbMath1131.60083OpenAlexW2100946112MaRDI QIDQ2385539

Saulius Minkevičius

Publication date: 12 October 2007

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-007-9154-6

zbMATH Keywords

stochastic processesqueueing theorylimit theorems for vector-valued random variables

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Queueing theory (aspects of probability theory) (60K25) Functional limit theorems; invariance principles (60F17)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Extreme values of birth and death processes and queues
• Extreme value theory for queues via cycle maxima
• On the estimation of mixing coefficients for a multiphase service system
• Extreme and high-level sojourns of the single server queue in heavy traffic
• On the law of the iterated logarithm in open queueing networks
• Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
• Heavy-traffic extreme-value limits for queues
• On the law of the iterated logarithm in multiphase queueing systems
• Asymptotic relations in queueing theory
• Maximum Values in Queueing Processes
• Open Queueing Networks in Heavy Traffic
• Variants on the Law of the Iterated Logarithm
• Extreme Values of Queue Lengths in M/G/1 and GI/M/1 Systems
• An LIL Version of L = λW
• Heavy Traffic Limit Theorems for Queues: A Survey
• Weak convergence in queueing theory
• The diffusion approximation for tandem queues in heavy traffic
• Application of the Diffusion Approximation to Queueing Networks I: Equilibrium Queue Distributions
• An invariance principle for the law of the iterated logarithm
• Multiple channel queues in heavy traffic
• Multiple channel queues in heavy traffic. II: sequences, networks, and batches
• Multiple channel queues in heavy traffic. I
• Functional limit theorems for the queue GI/G/1 in light traffic
• Extreme Values in the GI/G/1 Queue

This page was built for publication: A law of the iterated logarithm for extreme queue length in multiphase queues