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<p>The paper establishes several limit theorems for extreme values of Lindley-type processes with heavy tails of service time distributions. The results are applied to extreme values of queue lengths and waiting times.</p>

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Some limit theorems for extreme values of Lindley-type processes

  • 期刊论文

  • 发表日期：

    2025年1月1日

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  • Kateryna Akbash,
  • Ivan Matsak,
  • Oleg Zakusylo

摘要

The paper establishes several limit theorems for extreme values of Lindley-type processes with heavy tails of service time distributions. The results are applied to extreme values of queue lengths and waiting times.