54825

Автор(ы): 

Маркович Н. М. (ИПУ РАН, Лаборатория 38)
Разумчик Р. В. (РУДН)

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Доклад

Название: 

Cluster Modeling of Lindley Process with Application to Queuing

ISBN/ISSN: 

978-3-030-36613-1

DOI: 

10.1007/978-3-030-36614-8_25

Наименование конференции: 

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

Наименование источника: 

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

Обозначение и номер тома: 

vol 11965

Город: 

  • Cham

Издательство: 

  • Springer

Год издания: 

2019

Страницы: 

330-341
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 Conference on Distributed Computer and Communication Networks: Control, Computation, Communications (DCCN-2019, Moscow). Cham: Springer, 2019. vol 11965. С. 330-341.