On busy periods of the unbounded Brownian storage

On busy periods of the unbounded Brownian storage

0.00 Avg rating0 Votes
Article ID: iaor20041289
Country: Netherlands
Volume: 39
Issue: 4
Start Page Number: 317
End Page Number: 333
Publication Date: Dec 2001
Journal: Queueing Systems
Authors: ,
Keywords: stochastic processes
Abstract:

A stationary storage process with Brownian input and constant service rate is studied. Explicit formulae for quantities related to busy periods (excursions) are derived. In particular, we compute the distributions of the occupation times the process spends above and below, respectively, the present level during the on-going busy period, and make the surprising observation that these occupation times are identically distributed.

Reviews

Required fields are marked *. Your email address will not be published.