| R.F. Serfozo. Extreme values of birth-and-deathg processes and queues. Stochastic Proc. Appl., 27:291--306, 1988. |
....the process t sojourn time above b during [0; t] rescales to a compound Poisson counting process, in which the spatial structure of a clump has been collapsed to a point. A theoretical treatment of these issues is in Hsing et al. [30] C43 Extremes for Queues in Heavy Traffic. Serfozo [46, 47] treats the case of maxima of birth and death processes and some single server queues, taking limits as the traffic intensity tends to 1. It is interesting that a non classical limit distribution P ( x) exp( Gammac= e x Gamma 1) may occur in this setting. C44 Extremal Processes. ....
R.F. Serfozo. Extreme values of birth-and-deathg processes and queues. Stochastic Proc. Appl., 27:291--306, 1988.
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