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On busy periods of the unbounded Brownian storage

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Publication:5959265
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DOI10.1023/A:1013953409012zbMath1014.60086OpenAlexW1594735103MaRDI QIDQ5959265

Ilkka Norros, Paavo H. Salminen

Publication date: 26 March 2002

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

Full work available at URL: https://doi.org/10.1023/a:1013953409012


zbMATH Keywords

Brownian motionbusy periodstorage process


Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Inventory, storage, reservoirs (90B05)


Related Items (7)

Convergence of tandem Brownian queues ⋮ Busemann process and semi-infinite geodesics in Brownian last-passage percolation ⋮ Estimates on the speedup and slowdown for a diffusion in a drifted Brownian potential ⋮ Diffusion approximation for an overloaded \(X\) model via a stochastic averaging principle ⋮ Some properties of bivariate Schur-constant distributions ⋮ Diffusion local time storage ⋮ Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon




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