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Heavy Traffic Limits for the Extreme Waiting Time in Multi-phase Queueing Systems

Saulius Minkevičius () and Edvinas Greičius ()
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Saulius Minkevičius: Vilnius University
Edvinas Greičius: Vilnius University

Methodology and Computing in Applied Probability, 2019, vol. 21, issue 1, 109-124

Abstract: Abstract The main object of this research is a functional limit theorem under conditions of heavy traffic in multi-phase queueing systems. In this paper, limit theorems are proved for extreme values of important probabilistic characteristics of a queueing system, as well as maxima and minima of a waiting time and cumulative waiting time of a customer are investigated and illustrative numerical examples of simulation of multi-phase queueing systems are presented.

Keywords: Queueing systems; Multi-phase queueing system; Heavy traffic; Extreme values; Waiting time of a customer; Cumulative waiting time of a customer; 60F17; 60K10; 60K30; 68M07; 68M20 (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s11009-018-9641-4

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