54825

Автор(ы): 
Маркович Н. М. (ИПУ РАН, Лаборатория 38)
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.