Brownian Excursion, the M/M/1 Queue and Their Occupation Times

DOI10.1287/moor.6.4.608zbMath0497.60073OpenAlexW1992491756MaRDI QIDQ3962282

Gerard Hooghiemstra, J. W. Cohen

Publication date: 1981

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.6.4.608

zbMATH Keywords

Brownian excursionconditioned limit theoremsdistribution of occupation time

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Brownian motion (60J65) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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