Deviations from monotonicity of a Wiener process with drift

DOI10.2307/3212600zbMath0275.60086OpenAlexW2334108971MaRDI QIDQ5184246

Peter J. Brockwell

Publication date: 1974

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

Full work available at URL: https://doi.org/10.2307/3212600

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) General biology and biomathematics (92B05) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Markov processes (60J99)

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Distribution of a functional of continuous Markov processes ⋮ Some martingales related to cumulative sum tests and single-server queues

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