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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