Two Extremal Autocorrelated Arrival Processes

DOI10.1017/S0269964800004964MaRDI QIDQ5488552zbMATH OpenFDO

Authors Hiroshi Toyoizumi, J. George Shanthikumar, Ronald Wolff

Publication date 22 September 2006

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Inequalities; stochastic orderings (60E15) Queueing theory (aspects of probability theory) (60K25)

Recommendations

• Further properties of extremal sequences in queues
• Comparison of queues with different discrete-time arrival processes
• Extremal Splittings of Point Processes
• Extremal \(GI/GI/1\) queues given two moments: exploiting Tchebycheff systems
• MARKOVIAN QUEUES WITH CORRELATED ARRIVAL PROCESSES

Cites work

• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• Inequalities for distributions with given marginals
• Parametric stochastic convexity and concavity of stochastic processes

Cited in

(3)

• Extremal Splittings of Point Processes
• Further properties of extremal sequences in queues
• Worst Case Analysis of Batch Arrivals with the Increasing Convex Ordering

This page was built for publication: Two Extremal Autocorrelated Arrival Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5488552)