On extreme values of some regenerative processes

DOI10.1090/tpms/1048zbMath1409.60136OpenAlexW2917039431WikidataQ128333654 ScholiaQ128333654MaRDI QIDQ3120617

Ivan K. Matsak, Oleg K. Zakusilo

Publication date: 5 March 2019

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1048

zbMATH Keywords

extreme valuesbirth and death processesqueueing systemsregenerative processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25)

Related Items (7)

On extreme values of the queue length in some queuing systems ⋮ Estimation of the rate of convergence in the limit theorem for extreme values of regenerative processes ⋮ Asymptotic behavior of maxima of independent random variables. Discrete case ⋮ A limit theorem for extreme values of discrete random variables and its applications ⋮ On the extreme values of \(M/M/m\) queueing systems ⋮ The laws of iterated and triple logarithms for extreme values of regenerative processes ⋮ Asymptotic behavior of extreme values of queue length in \(M/M/m\) systems

Cites Work

• Extremes and related properties of random sequences and processes
• Extreme values of birth and death processes and queues
• Extreme value theory for queues via cycle maxima
• The Classification of Birth and Death Processes
• On a redundant system with renewals
• Extreme value theory for a class of discrete distributions with applications to some stochastic processes
• Extreme Values in the GI/G/1 Queue
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