Extreme and high-level sojourns of the single server queue in heavy traffic |
| |
Authors: | Chang Kuo-Hwa |
| |
Institution: | (1) Department of Industrial Engineering, Chung-Yuan University, Chung-Li, 32023, Taiwan |
| |
Abstract: | This study characterizes the behavior of large queue lengths in heavy traffic. We show that the distribution of the maximum
queue length in a random time interval for a queueing systems in heavy traffic converges to a novel extreme value distribution.
We also study the processes that record the times that the queue length exceeds a high level and the cumulative time the queue
is above the level. We show that these processes converge in distribution to compound Poisson processes.
This revised version was published online in June 2006 with corrections to the Cover Date. |
| |
Keywords: | queueing system extreme value high-level sojourns heavy traffic weak convergence |
本文献已被 SpringerLink 等数据库收录! |