Heavy-traffic extreme value limits for Erlang delay models

نویسندگان

  • Guodong Pang
  • Ward Whitt
چکیده

We consider the maximum queue length and the maximum number of idle servers in the classical Erlang delay model and the generalization allowing customer abandonment—the M/M/n+M queue. We use strong approximations to show, under regularity conditions, that properly scaled versions of the maximum queue length and maximum number of idle servers over subintervals [0, t] in the delay models converge jointly to independent random variables with the Gumbel extreme value distribution in the quality-and-efficiency-driven (QED) and ED many-server heavy-traffic limiting regimes as n and t increase to infinity together appropriately; we require that tn →∞ and tn = o(n1/2− ) as n→∞ for some > 0.

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عنوان ژورنال:
  • Queueing Syst.

دوره 63  شماره 

صفحات  -

تاریخ انتشار 2009