| Article ID: | iaor20013045 |
| Country: | Netherlands |
| Volume: | 33 |
| Issue: | 4 |
| Start Page Number: | 369 |
| End Page Number: | 379 |
| Publication Date: | Jan 1999 |
| Journal: | Queueing Systems |
| Authors: | Zacks S., Perry D., Stadje Wolfgang |
| Keywords: | stochastic processes |
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.