Abstract | ||
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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. |
Year | DOI | Venue |
---|---|---|
2001 | 10.1023/A:1013953409012 | Queueing Syst. |
Keywords | Field | DocType |
Communication Network,Stochastic Process,System Theory,Probability Theory,Explicit Formula | Applied mathematics,Time distribution,Explicit formulae,Mathematical optimization,Telecommunications network,Stochastic process,Stationary process,Independent and identically distributed random variables,Brownian motion,Probability theory,Calculus,Mathematics | Journal |
Volume | Issue | ISSN |
39 | 4 | 1572-9443 |
Citations | PageRank | References |
5 | 1.16 | 0 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Paavo Salminen | 1 | 5 | 2.85 |
Ilkka Norros | 2 | 613 | 86.52 |