In this paper, we study the asymptotic properties of the upper and lower tail probabilities of the maximum local time L \* (t) of Wiener process (Brownian motion), and obtain some precise asymptotics in the law of the iterated logarithm and the Chungs-type laws of the iterated logarithm for the supr
✦ LIBER ✦
A law of the iterated logarithm for global values of waiting time in multiphase queues
✍ Scribed by Saulius Minkevičius; Stasys Steišūnas
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 176 KB
- Volume
- 61
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
✦ Synopsis
The target of this research in the queueing theory is to prove the law of the iterated logarithm (LIL) under the conditions of heavy tra c 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).
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