On extreme values in open queueing networks

This paper presents heavy traffic limit theorems for the extreme virtual waiting time of a customer in an open queueing network. In this paper, functional limit theorems are proved for extreme values of important probability characteristics of the open queueing network investigated as the maximum an...

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Bibliographic Details
Published in:Mathematical and computer modelling 2009-10, Vol.50 (7), p.1058-1066
Main Author: Minkevičius, Saulius
Format: Article
Language:English
Subjects:
Extreme values
Heavy traffic
Open queueing network
Queueing systems
Total virtual waiting time of a customer
Virtual waiting time of a customer
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Summary:This paper presents heavy traffic limit theorems for the extreme virtual waiting time of a customer in an open queueing network. In this paper, functional limit theorems are proved for extreme values of important probability characteristics of the open queueing network investigated as the maximum and minimum of the total virtual waiting time of a customer, and the maximum and minimum of the virtual waiting time of a customer. Also, the paper presents the previous related works for extreme values in queues and the virtual waiting time in heavy traffic.
ISSN:0895-7177
1872-9479
DOI:10.1016/j.mcm.2009.05.025