The busy cycle of the reflected superposition of Brownian motion and a compound Poisson process
David Perry and Wolfgang Stadje
Source: J. Appl. Probab. Volume 38, Number 1
(2001), 255-261.
Abstract
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.
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Keywords: Brownian motion; compound Poisson process; reflection; queueing; workload; heavy traffic; busy cycle; maximum
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.jap/996986660
Digital Object Identifier: doi:10.1239/jap/996986660
Mathematical Reviews number (MathSciNet): MR1816771
Zentralblatt MATH identifier: 0984.60096
Journal of Applied Probability
