53434

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Доклад

Название: 

Cluster Modeling of Lindley Process with Application to Queuing

ISBN/ISSN: 

978-5-209-09683-2

Наименование конференции: 

  • 22nd International Scientific Conference on Distributed Computer and Communication Networks: Control, Computation, Communications (DCCN-2019, Moscow)

Наименование источника: 

  • Proceedings of the 22nd International Scientific Conference on Distributed Computer and Communication Networks: Control, Computation, Communications (DCCN-2019, Moscow)

Город: 

  • Москва

Издательство: 

  • РУДН

Год издания: 

2019

Страницы: 

53-58
Аннотация
We investigate clusters of extremes defined as subsequent exceedances of high thresholds in a Lindley process. The latter is usually used to model the waiting time or the length of a queue in queuing systems. Distributions of the cluster and inter-cluster sizes of the Lindley process are obtained for a given value of the threshold assuming that the process begins from the zero value. An example of a M/M/1 queue and the impact of service and arrival rates on the cluster and inter-cluster distributions are shown.

Библиографическая ссылка: 

Маркович Н.М., Разумчик Р.В. Cluster Modeling of Lindley Process with Application to Queuing / Proceedings of the 22nd International Scientific Conference on Distributed Computer and Communication Networks: Control, Computation, Communications (DCCN-2019, Moscow). М.: РУДН, 2019. С. 53-58.