A double-ended queue with catastrophes and repairs, and a jump-diffusion approximation (Q1930450): Difference between revisions

For a continuous-time random walk on the integers (double-ended queue) with randomly occurring catastrophes, generated by a Poisson process, the transient and stationary behaviour is investigated. The specific feature of the model is that whenever a catastrophe occurs the system breaks down, has to be repaired for a period which is exponentially distributed and thereafter is restarted from zero. A heavy traffic approximation is derived which results in a jump-diffusion process.