ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS
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Publication:4679795
DOI10.1017/S0269964805050138zbMath1097.90017MaRDI QIDQ4679795
Publication date: 21 June 2005
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)
Related Items (11)
On the cycle maximum of birth-death processes and networks of queues ⋮ Subexponential loss rate asymptotics for Lévy processes ⋮ Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection ⋮ Loss Rate Asymptotics in aGI/G/1 Queue with Finite Buffer ⋮ Reflecting Brownian motion in the \(d\)-ball ⋮ Lévy Processes with Two-Sided Reflection ⋮ On the Cycle Maximum of Mountains, Dams and Queues ⋮ A Duality Approach to Queues with Service Restrictions and Storage Systems with State-Dependent Rates ⋮ On the Dynamics of Semimartingales with Two Reflecting Barriers ⋮ Finite-buffer queues with workload-dependent service and arrival rates ⋮ Loss rates in the single-server queue with complete rejection
Cites Work
- The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes
- Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
- Extreme value theory for queues via cycle maxima
- Wall and Siegmund duality relations for birth and death chains with reflecting barrier
- Duality of dams via mountain processes.
- Ruin probabilities expressed in terms of storage processes
- On cycle maxima, first passage problems and extreme value theory for queues
- Work-modulated queues with applications to storage processes
- A fluid queue with a finite buffer and subexponential input
- Rate modulation in dams and ruin problems
- Extreme Values in the GI/G/1 Queue
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