The busy cycle of the reflected superposition of Brownian motion and a compound Poisson process
| Autor(en): | Perry, D Stadje, W |
Stichwörter: | Brownian motion; busy cycle; compound Poisson process; CUSTOMERS; DIFFUSION APPROXIMATIONS; heavy traffic; Mathematics; maximum; queueing; QUEUES; reflection; Statistics & Probability; workload | Erscheinungsdatum: | 2001 | Herausgeber: | APPLIED PROBABILITY TRUST | Journal: | JOURNAL OF APPLIED PROBABILITY | Volumen: | 38 | Ausgabe: | 1 | Startseite: | 255 | Seitenende: | 261 | Zusammenfassung: | We consider a reflected superposition of a Brownian motion and a compound Poisson process as a model for the workload process of a queueing system with two types of customers under heavy traffic. The distributions of the duration of a busy cycle and the maximum workload during a cycle are determined in closed form. |
ISSN: | 00219002 | DOI: | 10.1017/S0021900200018672 |
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