首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Heavy-traffic extreme value limits for Erlang delay models
Authors:Guodong Pang  Ward Whitt
Institution:1. IEOR Department, Columbia University, New York, USA
Abstract:We consider the maximum queue length and the maximum number of idle servers in the classical Erlang delay model and the generalization allowing customer abandonment—the M/M/n+M queue. We use strong approximations to show, under regularity conditions, that properly scaled versions of the maximum queue length and maximum number of idle servers over subintervals 0,t] in the delay models converge jointly to independent random variables with the Gumbel extreme value distribution in the quality-and-efficiency-driven (QED) and ED many-server heavy-traffic limiting regimes as n and t increase to infinity together appropriately; we require that t n →∞ and t n =o(n 1/2?ε ) as n→∞ for some ε>0.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号