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Volumn 19, Issue 2, 2005, Pages 241-255

On an equivalence between loss rates and cycle maxima in queues and dams

Author keywords

[No Author keywords available]

Indexed keywords

PROBABILITY DISTRIBUTIONS;

EID: 17644421822     PISSN: 02699648     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0269964805050138     Document Type: Article
Times cited : (15)

References (23)
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    • Extreme value theory for queues via cycle maxima
    • Asmussen, S. (1998). Extreme value theory for queues via cycle maxima. Extremes 2: 137-168.
    • (1998) Extremes , vol.2 , pp. 137-168
    • Asmussen, S.1
  • 3
    • 0032221191 scopus 로고    scopus 로고
    • Subexponential asymptotics for stochastic processes: Extremal behaviour, stationary distributions and first passage times
    • Asmussen, S. (1998). Subexponential asymptotics for stochastic processes: Extremal behaviour, stationary distributions and first passage times. Annals of Applied Probability 8: 354-374.
    • (1998) Annals of Applied Probability , vol.8 , pp. 354-374
    • Asmussen, S.1
  • 5
    • 33747210227 scopus 로고
    • On cycle maxima, first passage problems and extreme value theory for queues
    • Asmussen, S. & Perry, D. (1992). On cycle maxima, first passage problems and extreme value theory for queues. Stochastic Models 8: 421-458.
    • (1992) Stochastic Models , vol.8 , pp. 421-458
    • Asmussen, S.1    Perry, D.2
  • 8
    • 17644415455 scopus 로고    scopus 로고
    • Finite-buffer queues with workload-dependent service and arrival rates
    • Eindhoven University of Technology, The Netherlands
    • Bekker, R. (2004). Finite-buffer queues with workload-dependent service and arrival rates. SPOR Report 2004-01, Eindhoven University of Technology, The Netherlands.
    • (2004) SPOR Report , vol.2004 , Issue.1
    • Bekker, R.1
  • 9
    • 0001757084 scopus 로고
    • Work-modulated queues with applications to storage processes
    • Browne, S. & Sigman, K. (1992). Work-modulated queues with applications to storage processes. Journal of Applied Probability 29: 699-712.
    • (1992) Journal of Applied Probability , vol.29 , pp. 699-712
    • Browne, S.1    Sigman, K.2
  • 12
    • 0031517811 scopus 로고    scopus 로고
    • Wall and Siegmund duality relations for birth and death chains with reflecting barrier
    • Dette, H., Fill, J.A., Pitman, J., & Studden, W.J. (1997). Wall and Siegmund duality relations for birth and death chains with reflecting barrier. Journal of Theoretical Probability 10: 349-374.
    • (1997) Journal of Theoretical Probability , vol.10 , pp. 349-374
    • Dette, H.1    Fill, J.A.2    Pitman, J.3    Studden, W.J.4
  • 14
    • 0017020322 scopus 로고
    • The stationary distribution and first exit probabilities of a storage process with general release rule
    • Harrison, J.M. & Resnick, S.I. (1976). The stationary distribution and first exit probabilities of a storage process with general release rule. Mathematics of Operations Research 1: 347-358.
    • (1976) Mathematics of Operations Research , vol.1 , pp. 347-358
    • Harrison, J.M.1    Resnick, S.I.2
  • 15
    • 84995006469 scopus 로고
    • A path construction for the virtual waiting time of an M/G/1 queue
    • Hooghiemstra, G. (1987). A path construction for the virtual waiting time of an M/G/1 queue. Slatistica Neerlandica 41: 175-181.
    • (1987) Slatistica Neerlandica , vol.41 , pp. 175-181
    • Hooghiemstra, G.1
  • 18
    • 0008954471 scopus 로고
    • On a property of the random walks describing simple queues and dams
    • Loynes, R.M. (1965). On a property of the random walks describing simple queues and dams. Journal of the Royal Statistical Society Series B 27: 125-129.
    • (1965) Journal of the Royal Statistical Society Series B , vol.27 , pp. 125-129
    • Loynes, R.M.1
  • 19
    • 0141727619 scopus 로고    scopus 로고
    • Duality of dams via mountain processes
    • Perry, D. & Stadje, W. (2003). Duality of dams via mountain processes. Operations Research Letters 31: 451-458.
    • (2003) Operations Research Letters , vol.31 , pp. 451-458
    • Perry, D.1    Stadje, W.2
  • 20
    • 0001439918 scopus 로고
    • The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes
    • Siegmund, D. (1976). The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes. Annals of Probability 4: 914-924.
    • (1976) Annals of Probability , vol.4 , pp. 914-924
    • Siegmund, D.1
  • 23
    • 0000736732 scopus 로고    scopus 로고
    • A fluid queue with a finite buffer and subexponential input
    • Zwart, A.P. (2000). A fluid queue with a finite buffer and subexponential input. Advances in Applied Probability 32: 221-243.
    • (2000) Advances in Applied Probability , vol.32 , pp. 221-243
    • Zwart, A.P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.