On extreme values of the queue length in some queuing systems

Author:

Akbash Kateryna1ORCID,Doronina Natalia2ORCID,Matsak Ivan3ORCID

Affiliation:

1. Department of Mathematics and Methods of Teaching Math , Volodymyr Vynnychenko Central Ukrainian State University , Shevchenko street 1 , Kropyvnytskyi 25006 , Ukraine

2. Department of Foreign Languages for Mathematical Faculties , Taras Shevchenko National University of Kyiv , 2 / 6 {2/6} , Academician Glushkov avenue , Kyiv 03127 , Ukraine

3. Faculty of Computer Science and Cybernetics , Taras Shevchenko National University of Kyiv , 2 / 6 {2/6} , Academician Glushkov avenue , Kyiv 03127 , Ukraine

Abstract

Abstract In this paper, the rate of convergence to the exponential distribution in the limit theorem for extreme values of the queue length in queuing systems M / G / 1 {M/G/1} and G / M / 1 {G/M/1} are studied. In proving these results, we first prove one general boundary theorem for extremal values of regenerative processes, which is of independent interest. This topic is closely related to the task of the first passage times to rare sets by the regenerative process. The need for such research arises in many areas: the mathematical theory of reliability, queuing theory, some statistical problems of physics.

Publisher

Walter de Gruyter GmbH

Subject

General Mathematics

Reference23 articles.

1. C. W. Anderson, Extreme value theory for a class of discrete distributions with applications to some stochastic processes, J. Appl. Probab. 7 (1970), 99–113.

2. S. R. Asmussen, Extreme value theory for queues via cycle maxima, Extremes 1 (1998), no. 2, 137–168.

3. Y. S. Chow, H. Robbins and D. Siegmund, Great Expectations: The Theory of Optimal Stopping, Houghton Mifflin, Boston, 1971.

4. J. W. Cohen, Extreme value distribution for the M / G / 1 M/G/1 and the G / M / 1 G/M/1 queueing systems, Ann. Inst. H. Poincaré Sect. B (N. S.) 4 (1968), 83–98.

5. J. W. Cohen, The Single Server Queue, 2nd ed., North-Holland Ser. Appl. Math. Mech. 8, North-Holland, Amsterdam, 1982.

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