NDLI: Extreme Value Theory for Queues Via Cycle Maxima

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Extreme Value Theory for Queues Via Cycle Maxima

Content Provider	Springer Nature Link
Author	Asmussen, Søren
Copyright Year	1998
Abstract	The present state of extreme value theory for queues is surveyed. The exposition focuses on the regenerative properties of queueing systems, which reduces the problem to the study of the tail of the maximum $$\overline X \left( {\tau } \right)$$ of the queueing process $$\left\{ {X\left( t \right)} \right\}$$ during a regenerative cycle τ. For simple queues, methods for obtaining the distribution of $$\overline X \left( {\tau } \right)$$ both explicitly and asymptotically are reviewed. In greater generality, the study leads into Wiener–Hopf problems. Extensions to queues in a Markov regime, for example governed by Markov-modulated Poisson arrivals, are also considered.
Starting Page	137
Ending Page	168
Page Count	32
File Format	PDF
ISSN	13861999
Journal	Extremes
Volume Number	1
Issue Number	2
e-ISSN	1572915X
Language	English
Publisher	Kluwer Academic Publishers
Publisher Date	1998-01-01
Publisher Place	Dordrecht
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Hydrogeology Statistics Statistics for Business/Economics/Mathematical Finance/Insurance Quality Control, Reliability, Safety and Risk Civil Engineering Environmental Management
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Economics, Econometrics and Finance Engineering

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