On hitting times for compound Poisson dams with exponential jumps and linear release rate

DOI10.1239/jap/1005091042zbMath0994.60092OpenAlexW2102085816MaRDI QIDQ2774457

Offer Kella, Wolfgang Stadje

Publication date: 7 October 2002

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1005091042

zbMATH Keywords

Laplace transformoptional stoppinglinear release rateKummer's equationexponential jumpscompound Poisson dam

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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