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A law of the iterated logarithm for global values of waiting time in multiphase queues

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  • Minkevicius, Saulius
  • Steisunas, Stasys

Abstract

The target of this research in the queueing theory is to prove the law of the iterated logarithm (LIL) under the conditions of heavy traffic in multiphase queueing systems. In this paper, the LIL for global extreme values (maximum and minimum) is proved in the phases of a queueing system studied for an important probability characteristic of system (waiting time of a customer).

Suggested Citation

  • Minkevicius, Saulius & Steisunas, Stasys, 2003. "A law of the iterated logarithm for global values of waiting time in multiphase queues," Statistics & Probability Letters, Elsevier, vol. 61(4), pages 359-371, February.
    • Handle: RePEc:eee:stapro:v:61:y:2003:i:4:p:359-371
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    References listed on IDEAS

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    1. Sakalauskas, L. L. & Minkevicius, S., 2000. "On the law of the iterated logarithm in open queueing networks," European Journal of Operational Research, Elsevier, vol. 120(3), pages 632-640, February.
    2. Martin I. Reiman, 1984. "Open Queueing Networks in Heavy Traffic," Mathematics of Operations Research, INFORMS, vol. 9(3), pages 441-458, August.
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