• 한국경영과학회지
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• 제28권4호
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• pp.145-153
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• 2003

In this Paper, we examine the limiting distributional behaviour of extreme values of mixed Erlang random variables. We show that, in the finite mixture of Erlang distributions, the component distribution with an asymptotically dominant tail has a critical effect on the asymptotic extreme behavior of the mixture distribution and it converges to the Gumbel extreme-value distribution. Normalizing constants are also established. We apply this result to characterize the asymptotic distribution of maxima of sojourn times in M/M/s queuing system. We also show that Erlang mixtures with continuous mixing may converge to the Gumbel or Type II extreme-value distribution depending on their mixing distributions, considering two special cases of uniform mixing and exponential mixing.

• Industrial Engineering and Management Systems
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• 제7권2호
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• pp.143-149
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• 2008

There have been some approximation analysis methods for a GI/G/1 queueing system. As one of them, an approximation technique for the steady-state probability in the GI/G/1 queueing system based on the iteration numerical calculation has been proposed. As another one, an approximation formula of the average queue length in the GI/G/1 queueing system by using the diffusion approximation or the heuristics extended diffusion approximation has been developed. In this article, an approximation technique in order to analyze the GI/G/1 queueing system is considered and then the formulae of both the steady-state probability and the average queue length in the GI/G/1 queueing system are proposed. Through some numerical examples by the proposed technique, the existing approximation methods, and the Monte Carlo simulation, the effectiveness of the proposed approximation technique is verified.