Contributions to the theory of first-exit times of some compound processes in queueing theory

DOI10.1023/A:1019140616021zbMath0997.60107OpenAlexW1483318989MaRDI QIDQ1975040

David Perry, Shelemyahu Zacks, Wolfgang Stadje

Publication date: 30 March 2000

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1019140616021

zbMATH Keywords

busy periodM/G/1piecewise linearfirst-exit timecompound processphase-type approximationexcess over the boundarysingle-server queueing systemsG/M/1

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (15)

First-exit times for compound poisson processes for some types of positive and negative jumps ⋮ Some results on the telegraph process driven by gamma components ⋮ A make-to-stock production/inventory model with MAP arrivals and phase-type demands ⋮ Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions ⋮ Generalized integrated telegraph processes and the distribution of related stopping times ⋮ Boundary crossing of order statistics point processes ⋮ ON THE UPPER FIRST-EXIT TIMES OF COMPOUND G/M PROCESSES ⋮ Exit problems for jump processes having double-sided jumps with rational Laplace transforms ⋮ First exit times for ordinary and compound Poisson processes with nonlinear boundaries ⋮ Some recent results on the distributions of stopping times of compound Poisson processes with linear boundaries ⋮ Telegraph processes with random velocities ⋮ A conversation with Shelemyahu Zacks ⋮ On the first meeting or crossing of two independent trajectories for some counting processes. ⋮ Stopping problems for compound processes with applications to queues ⋮ The G/M/1 queue revisited

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