The expected wet period of finite dam with exponential inputs.

DOI10.1016/S0304-4149(00)00034-XzbMath1047.60094WikidataQ56765186 ScholiaQ56765186MaRDI QIDQ1879489

Eui Yong Lee, Kimberly K. J. Kinateder

Publication date: 22 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

queuesmartingalebusy periodcompound Poisson process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

Related Items

First exit times for compound Poisson dams with a general release rule ⋮ Scale functions of Lévy processes and busy periods of finite-capacity M/GI/1 queues ⋮ The derivation of the Laplace transform of a wet period in a finite dam via martingales ⋮ Expected earnings of invested overflow strategies for \(M/M/1\) queue with constrained workload ⋮ ON TIME-TO-BUFFER OVERFLOW DISTRIBUTION IN A SINGLE-MACHINE DISCRETE-TIME SYSTEM WITH FINITE CAPACITY

Cites Work

• Calculation of the Laplace transform of the length of the busy period for the M/G/1 queue via martingales
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