FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME

DOI10.1081/SQA-120004174zbMath1040.60078OpenAlexW2054568172MaRDI QIDQ3148284

Wolfgang Stadje

Publication date: 2002

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sqa-120004174

zbMATH Keywords

Laplace transformfirst-passage timeLindley process

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Queueing theory (aspects of probability theory) (60K25)

Cites Work

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• Some first passage problems related to cusum procedures
• Some martingales related to cumulative sum tests and single-server queues
• A new approach to the Lindley recursion
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• The probability distribution and the expected value of a stopping variable associated with one-sided cusum procedures for non-negative integer valued random variables
• Useful martingales for stochastic storage processes with Lévy input
• Detecting changes in probabilities of a multi—component process
• The distribution of the maximum number of customers present simultaneously during a busy period for the queueing systems M/G/1 and G/M/1
• The Trivariate Distribution of the Maximum Queue Length, the Number of Customers Served and the Duration of the Busy Period for the M/G/1 Queueing System
• On the Growth of the Maximum Queue Length in a Stable Queue
• CONTINUOUS INSPECTION SCHEMES

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