On an equivalence between loss rates and cycle maxima in queues and dams

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On an equivalence between loss rates and cycle maxima in queues and dams (2003)

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by Rene Bekker , Bert Zwart

Citations:

3 - 2 self

Citations

892	Applied Probabilities and Queues - Asmussen
426	Modelling Extremal Events - Embrechts, Kluppelberg, et al. - 1997
224	The Single Server Queue. - Cohen - 1982
94	Combinatorial Methods in the Theory of Stochastic Processes - Takacs - 1967
56	Subexponential Asymptotics for Stochastic Processes: Extremal Behavior, Stationary Distributions and First Passage Probabilities - Asmussen - 1998
55	Extreme values in the GI/G /1 queue - Iglehart - 1972
54	Applied Probability and Queues. Second edition. - Asmussen - 2003
29	Regenerative Processes in Queueing Theory. - Cohen - 1976
29	The stationary distribution and first exit probabilities of a storage process with general release rule - Harrison, Resnick - 1976
21	Extreme value theory for queues via cycle maxima. Extremes - Asmussen - 1998
19	The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes - Siegmund - 1976
18	A fluid queue with a finite buffer and subexponential input. - Zwart - 2000
17	Monotone stochastic recursions and their duals. - Asmussen, Sigman - 1996
13	On cycle maxima, first passage problems and extreme value theory for queues. Stochastic Models 8 - Asmussen, Perry - 1992
11	Ruin probabilities expressed in terms of storage processes - Asmussen, Petersen, et al. - 1988
11	Rate modulation in dams and ruin problems - Asmussen, Kella - 1996
10	Wall and Siegmund duality relations for birth and death chains with reflecting barrier - Dette, Fill, et al. - 1997
4	Duality of dams via mountain processes - Perry, Stadje - 2003
2	Asymptotic results for buffer systems under heavy load - Ommeren, Kok - 1987
1	A path construction for the virtual waiting time of an MIG/l queue - Hooghiemstra - 1987
1	Discussion of a paper by C.B. Winsten - Lindley - 1959
1	On a property of the random walks describing simple queues and dams - Loynes - 1965