The busy cycle of the reflected superposition of Brownian motion and a compound Poisson process

DC ElementWertSprache
dc.contributor.authorPerry, D
dc.contributor.authorStadje, W
dc.date.accessioned2021-12-23T16:07:21Z-
dc.date.available2021-12-23T16:07:21Z-
dc.date.issued2001
dc.identifier.issn00219002
dc.identifier.urihttps://osnascholar.ub.uni-osnabrueck.de/handle/unios/7836-
dc.description.abstractWe 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.
dc.language.isoen
dc.publisherAPPLIED PROBABILITY TRUST
dc.relation.ispartofJOURNAL OF APPLIED PROBABILITY
dc.subjectBrownian motion
dc.subjectbusy cycle
dc.subjectcompound Poisson process
dc.subjectCUSTOMERS
dc.subjectDIFFUSION APPROXIMATIONS
dc.subjectheavy traffic
dc.subjectMathematics
dc.subjectmaximum
dc.subjectqueueing
dc.subjectQUEUES
dc.subjectreflection
dc.subjectStatistics & Probability
dc.subjectworkload
dc.titleThe busy cycle of the reflected superposition of Brownian motion and a compound Poisson process
dc.typejournal article
dc.identifier.doi10.1017/S0021900200018672
dc.identifier.isiISI:000168486500022
dc.description.volume38
dc.description.issue1
dc.description.startpage255
dc.description.endpage261
dc.publisher.placeTHE UNIVERSITY, SCHOOL MATHEMATICS STATISTICS, SHEFFIELD S3 7RH, ENGLAND
dcterms.isPartOf.abbreviationJ. Appl. Probab.
crisitem.author.deptFB 06 - Mathematik/Informatik-
crisitem.author.deptidfb06-
crisitem.author.parentorgUniversität Osnabrück-
crisitem.author.netidStWo325-
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