On busy periods of the unbounded brownian storage

Paavo Salminen; Ilkka Norros

doi:10.1023/A:1013953409012

On busy periods of the unbounded brownian storage

Paavo Salminen, Ilkka Norros

BA1509 Autonomous systems connectivity

Research output: Contribution to journal › Article › Scientific › peer-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 language	English
Pages (from-to)	317-333
Number of pages	17
Journal	Queueing Systems
Volume	39
Issue number	4
DOIs	https://doi.org/10.1023/A:1013953409012
Publication status	Published - 2001
MoE publication type	A1 Journal article-refereed

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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.",

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AU - Norros, Ilkka

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AB - 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.

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DO - 10.1023/A:1013953409012

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EP - 333

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JF - Queueing Systems

SN - 0257-0130

IS - 4

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