UDC 519.21
ASYMPTOTIC BEHAVIOR OF EXTREME VALUES OF QUEUE LENGTH
IN M /M /m SYSTEMS
Abstract. The paper investigates the asymptotic behavior of almost surely extreme values of processes specifying queue length.
For a system M /M /m, 1 ≤m <∞, a statement of the type of law of the iterated logarithm is established.
We also consider the case m = ∞, for which the asymptotic behavior is much different.
Keywords: queuing system M /M /m, extreme values of queue length, asymptotic behavior almost surely.
FULL TEXT
REFERENCES
- Gnedenko B.V., Kovalenko I.N. Introduction to queuing theory [in Russian]. Moscow: Nauka, 1966. 432 p.
- Karlin S. Fundamentals of the theory of random processes [Russian translation]. Moscow: Mir, 1971. 537 p.
- Anisimov V.V., Zakusilo О.K., Donchenko V.S. Elements of queuing theory and asymptotic analysis of systems [Russian translation]. Kyiv: Vyscha Shkola, 1987. 248 p.
- Cohen J.W. Extreme values distribution for the M /G / 1 and GI / M / 1 queueing systems. Ann. Inst. H. Poincare., Sect. B. 1968. Vol. 4. P. 83–98.
- Anderson C.W. Extreme value theory for a class of discrete distribution with application to some stochastic processes. J. Appl. Prob. 1970. Vol. 7. P. 99–113.
- Iglehart D.L. Extreme values in the GI/G/1 queue. Ann. Math. Statist. 1972. Vol. 43. P. 627–635.
- Serfozo R.F. Extreme values of birth and death processes and queues. Stochastic Processess and Their Applications. 1988. Vol. 27. P. 291–306.
- Asmussen S. Extreme values theory for queues via cycle maxima. Extremes. 1998. Vol. 1. P. 137–168.
- Zakusylo O.K., Matsak I.K. On extreme values of some regenerative processes. Teoriya Imovirnostej ta Matematychna Statystyka. 2017. Iss. 97. P. 58–71.
- Matsak I.K. Asymptotic behavior of the extreme values of random variables. Discrete case. Ukr. Mat. Zh. 2016. Vol. 68, No. 7. P. 945–956.
- Galambos Y. The asуmptotic theorу of extreme order statistics [Russian translation]. Moscow: Nauka, 1984. 303 p.
- Feller W. An introduction to probability theory and its applications [Russian translation]. Vol. 1. Moscow: Mir, 1967. 498 p.