Program/Track B/B.2.2/Extreme behavior of waiting times in $GI/G/1$ with Exponential-Pareto service times
Extreme behavior of waiting times in $GI/G/1$ with Exponential-Pareto service times
Irina Peshkova
15m
In this paper we study the extreme behavior of waiting times in steady-state $GI/G/1$ systems with Exponential-Pareto mixture distribution. We show that this distribution belongs to the subclass of subexponential distributions, that allows to apply known tail asymptotic for stationary waiting times via the equilibrium distribution of service times.
\keywords{Regenerative Simulation, Extreme Values,