Heavy-traffic extreme value limits for Erlang delay models

Heavy-traffic extreme value limits for Erlang delay models

0.00 Avg rating0 Votes
Article ID: iaor200973467
Volume: 63
Issue: 1
Start Page Number: 13
End Page Number: 32
Publication Date: Dec 2009
Journal: Queueing Systems
Authors: ,
Abstract:

We consider the maximum queue length and the maximum number of idle servers in the classical Erlang delay model and the generalization allowing customer abandonment–the M/M/n+M queue. We use strong approximations to show, under regularity conditions, that properly scaled versions of the maximum queue length and maximum number of idle servers over subintervals [0,t] in the delay models converge jointly to independent random variables with the Gumbel extreme value distribution in the quality-and-efficiency-driven (QED) and ED many-server heavy-traffic limiting regimes as n and t increase to infinity together appropriately; we require that t n →∞ and t n =o(n 1/2-ϵ ) as n→∞ for some ϵ>0.

Reviews

Required fields are marked *. Your email address will not be published.