Contributions to the theory of first-exit times of some compound processes in queueing theory

Queueing Systems

Volumn 33, Issue 4, 1999, Pages 369-379

  Perry, D ^a   Stadje, W ^b   Zacks, S ^c  

^a UNIVERSITY OF HAIFA   (Israel)

^b UNIVERSITY OF OSNABRÜCK   (Germany)

^c BINGHAMTON UNIVERSITY   (United States)

Author keywords

Busy period; Compound process; Excess over the boundary; First exit time; G M 1.M G 1; Phase type approximation; Piecewise linear

Indexed keywords

PIECEWISE LINEAR TECHNIQUES; QUEUEING NETWORKS;

BUSY PERIOD; COMPOUND PROCESS; EXCESS OVER THE BOUNDARY; EXIT TIME; G/M/1.M/G/1; PHASE-TYPE APPROXIMATION; PIECEWISE LINEAR;

QUEUEING THEORY;

EID: 0032623379     PISSN: 02570130     EISSN: 15729443     Source Type: Journal    
DOI: 10.1023/A:1019140616021     Document Type: Article

References (5)

1. S.F.L. Gallot, Absorption and first-passage times for a compound Poisson process in a general upper boundary, J. Appl. Probab. 4 (1993) 835-850.
2. S. Karlin and H. Taylor, A Second Course in Stochastic Processes (Academic Press, New York, 1981).
3. P. Picard and C. Lefèvre, First crossing of basic counting processes with lower nonlinear boundaries: A unified approach through pseudopolynomials (I), Adv. in Appl. Probab. 28 (1996) 853-876.
4. N.U. Prabhu, Stochastic Storage Processes: Queues, Inventories, and Dams (Springer, Berlin, 1980).
5. S. Zacks, D. Perry, D. Bshouty and S. Bar-Lev, Distributions of stopping times for compound Poisson processes with positive jumps and linear boundaries, Stochastic Models 15 (1989) 89-101.