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 | |
| Publication status | Published - 2001 |
| MoE publication type | A1 Journal article-refereed |
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Cite this
Salminen, P., & Norros, I. (2001). On busy periods of the unbounded brownian storage. Queueing Systems, 39(4), 317-333. https://doi.org/10.1023/A:1013953409012