On busy periods of the unbounded brownian storage

Paavo Salminen, Ilkka Norros

Research output: Contribution to journalArticleScientificpeer-review

13 Citations (Scopus)

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.
Original languageEnglish
Pages (from-to)317-333
Number of pages17
JournalQueueing Systems
Volume39
Issue number4
DOIs
Publication statusPublished - 2001
MoE publication typeA1 Journal article-refereed

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