A spectral theory approach for extreme value analysis in a tandem of fluid queues

DOI10.1007/S11134-014-9395-9zbMath1299.90095OpenAlexW2079925895MaRDI QIDQ475131

Rudesindo Núñez-Queija, Joost W. Bosman

Publication date: 25 November 2014

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/23887

zbMATH Keywords

spectral analysisfluid queueextreme value theoryGumbel distributionBinet-Cauchy formulatandem of fluid queuestime varying service rates

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stochastic network models in operations research (90B15) Queues and service in operations research (90B22)

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Cites Work

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• Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations
• Differential equation approximations for Markov chains
• Extreme value theory for queues via cycle maxima
• Busy period analysis, rare events and transient behavior in fluid flow models
• Mean first passage times in fluid queues
• A TANDEM FLUID QUEUE WITH GRADUAL INPUT
• Limiting Distribution of the Maximum Term in Sequences of Dependent Random Variables
• A sample path approach to mean busy periods for Markov-modulated queues and fluids
• Extreme Values in the GI/G/1 Queue

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