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Heavy-traffic extreme value limits for Erlang delay models
Author(s) -
Guodong Pang,
Ward Whitt
Publication year - 2009
Publication title -
queueing systems
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.426
H-Index - 54
eISSN - 1572-9443
pISSN - 0257-0130
DOI - 10.1007/s11134-009-9132-y
Subject(s) - erlang (programming language) , queue , idle , mathematics , generalization , queueing theory , computer science , discrete mathematics , computer network , statistics , mathematical analysis , theoretical computer science , functional programming , operating system
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 驴驴 and t n =o(n 1/2驴驴 ) as n驴驴 for some 驴0.

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