53434

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.