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Heavy-traffic extreme-value limits for queues
14 references·2 citing·39 second hop
Heavy-traffic extreme-value limits for queues (1995)Heavy-traffic extreme-value limits for qu…Maximum Values in Queueing Processes (1995)Maximum Values in Queueing Pr…Exponential Approximations for Tail Probabilities in Queues, I: Waiting Times (1995)Exponential Approximations fo…Heavy-traffic asymptotic expansions for the asymptotic decay rates in the BMAP/G/ 1 queue (1994)Heavy-traffic asymptotic expa…Strong Approximations of Open Queueing Networks (1992)Strong Approximations of Open…Queueing and related models (1992)Queueing and related modelsTransient behavior of the M/M/ 1 queue via Laplace transforms (1988)Transient behavior of the M/M…Extreme Values of Queue Lengths in M / G /1 and GI / M /1 Systems (1988)Extreme Values of Queue Lengt…Extreme Value Theory in Engineering (1988)Extreme Value Theory in Engin…Transient behavior of regulated Brownian motion, I: Starting at the origin (1987)Transient behavior of regulat…Extreme values of birth and death processes and queues (1987)Extreme values of birth and d…On the tails of waiting-time distributions (1975)On the tails of waiting-time …Extreme Values in the GI/G/1 Queue (1972)Extreme Values in the GI/G/1 …Multiple channel queues in heavy traffic (1971)Multiple channel queues in he…Multiple channel queues in heavy traffic. I (1970)Multiple channel queues in he…Mathematical Modeling in Heavy Traffic Queuing Systems (2014)Mathematical Modeling in Heav…Strong Approximations in Queueing Theory (1998)Strong Approximations in Queu…The single server queue in heavy traffic (1961)On Queues in Heavy Traffic (1962)Weak convergence in queueing theory (1973)The diffusion approximation for tandem queues in heavy traffic (1978)The Single Server Queue (1983)The Asymptotic Theory of Extreme Order Statistics (1990)Algorithmic Analysis of the Maximum Queue Length in a Busy Period for the M/M/c Retrial Queue (2007)The single server vacation queueing model with geometric abandonments (2011)Theory, Volume 1, Queueing Systems (1975)Applied Probability and Queues (1987)New results on the single server queue with a batch markovian arrival process (1991)Asymptotics for M/G/1 low-priority waiting-time tail probabilities (1997)A central-limit-theorem-based approach for analyzing queue behavior in high-speed networks (1998)Appendix: A primer on heavy-tailed distributions (1999)Queues and Inventories. (1966)QUEUES AND INVENTORIES (1967)Asymptotic behaviour of Wiener-Hopf factors of a random walk (1977)Subexponentiality and infinite divisibility (1979)Subexponentiality of the product of independent random variables (1994)Laws of Large Numbers for Sums of Extreme Values (1982)The Single Server Queue. (1983)Efficient scalable schemes for monitoring a large number of data streams (2010)Comparison Methods for Queues and Other Stochastic Models. (1986)Transient behavior of the M/M/l queue: Starting at the origin (1987)An introduction to queueing theory (1993)Transient analysis of Bernoulli serial lines: performance evaluation and system-theoretic properties (2012)Brownian Motion and Stochastic Flow Systems. (1987)State-dependent stochastic networks. Part I. Approximations and applications with continuous diffusion limits (1998)On the transition densities for reflected diffusions (2005)Asymptotic analysis of queueing systems with reneging: A survey of results for FIFO, single class models (2011)Open Queueing Networks in Heavy Traffic (1984)Brownian Models of Queueing Networks with Heterogeneous Customer Populations (1988)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Discussion of the Danish Data on Large Fire Insurance Losses (1997)Stochastic modeling of multi-filament yarns: II. Random properties over the length and size effect (2005)A Generalized Extreme Value Approach to Financial Risk Measurement (2007)Maximum likelihood estimation for single server queues from waiting time data (1996)Discrete-time Geo[X]/GH/1 retrial queue with Bernoulli feedback (2004)On the application of Rouché's theorem in queueing theory (2005)
this work references cited by second hop

References

  • 1970Multiple channel queues in heavy traffic. I438 cited
  • 1972Extreme Values in the GI/G/1 Queue227 cited
  • 1975On the tails of waiting-time distributions226 cited
  • 1988Extreme Value Theory in Engineering222 cited
  • 1995Exponential Approximations for Tail Probabilities in Queues, I: Waiting Times145 cited
  • 1988Transient behavior of the M/M/ 1 queue via Laplace transforms127 cited
  • 1971Multiple channel queues in heavy traffic125 cited
  • 1987Transient behavior of regulated Brownian motion, I: Starting at the origin109 cited
  • 1992Queueing and related models89 cited
  • 1987Extreme values of birth and death processes and queues51 cited
  • 1994Heavy-traffic asymptotic expansions for the asymptotic decay rates in the BMAP/G/ 1 queue43 cited
  • 1995Maximum Values in Queueing Processes29 cited
  • 1992Strong Approximations of Open Queueing Networks25 cited
  • 1988Extreme Values of Queue Lengths in M / G /1 and GI / M /1 Systems25 cited

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  • 2014Mathematical Modeling in Heavy Traffic Queuing Systems11 cited
  • 1998

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Strong Approximations in Queueing Theory
11 cited