Title
On Busy Periods of the Unbounded Brownian Storage
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.
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 Salminen152.85
Ilkka Norros261386.52