Contributions to the theory of first-exit times of some compound processes in queueing theory
| Autor(en): | Perry, D Stadje, W Zacks, S |
Stichwörter: | busy period; compound process; Computer Science; Computer Science, Interdisciplinary Applications; excess over the boundary; first-exit time; G/M/1; M/G/1; Operations Research & Management Science; phase-type approximation; piecewise linear | Erscheinungsdatum: | 1999 | Herausgeber: | BALTZER SCI PUBL BV | Journal: | QUEUEING SYSTEMS | Volumen: | 33 | Ausgabe: | 4 | Startseite: | 369 | Seitenende: | 379 | Zusammenfassung: | We consider compound processes that are linear with constant slope between i.i.d. jumps at time points forming a renewal process. These processes are basic in queueing, dam and risk theory. For positive and for negative slope we derive the distribution of the first crossing time of a prespecified level. The related problem of busy periods of single-server queueing systems is also studied. |
ISSN: | 02570130 | DOI: | 10.1023/A:1019140616021 |
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