Heavy-traffic extreme-value limits for queues

DOI10.1016/0167-6377(95)00048-8zbMath0854.60094OpenAlexW2013077976WikidataQ127753786 ScholiaQ127753786MaRDI QIDQ1919173

Ward Whitt, Peter W. Glynn

Publication date: 22 January 1997

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(95)00048-8

zbMATH Keywords

extreme valuesqueueslimit theoremsdiffusion approximationsreflected Brownian motionstrong approximationsmaximum waiting time

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items (8)

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 ⋮ Heavy traffic limits for the extreme waiting time in multi-phase queueing systems ⋮ 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 ⋮ Ultimate Ruin Probabilities for Generalized Gamma-Convolutions Claim Sizes ⋮ Regeneration-based statistics for Harris recurrent Markov chains

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