On Regenerative Estimation of Extremal Index in Queueing Systems

Author:

Peshkova IrinaORCID,Morozov EvseyORCID,Maltseva MariaORCID

Publisher

Springer International Publishing

Reference16 articles.

1. Asmussen, S.: Applied Probability and Queues: Stochastic Modelling and Applied Probability, 2nd edn. Springer-Verlag, New York (2003). https://doi.org/10.1007/b97236

2. Asmussen, S., Kluppelberg, C., Sigman, K.: Sampling at subexponential times with queueing applications. Report TUM M9804 (1998)

3. Bertail, P., Clémençon, S., Tressou, J. : Regenerative block-bootstrap confidence intervals for the extremal index of Markov chains. In: Proceedings of the International Workshop in Applied Probability (2008)

4. Applications of Mathematics;P Embrechts,1997

5. berg de Haan, L., Ferreira, A. : Extreme Value Theory: An Introduction. Springer Series in Operations Research and Financial Engineering, p. 491. Springer, Heidel (2006). https://doi.org/10.1007/0-387-34471-3

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