FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME

DOI10.1081/SQA-120004174MaRDI QIDQ3148284zbMATH OpenOpenAlexFDO

Authors 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

first-passage timeLaplace transformLindley process

Mathematics Subject Classification ID

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

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Cites work

• A new approach to the Lindley recursion
• Asymptotic behaviour of a stopping time related to cumulative sum procedures and single-server queues
• CONTINUOUS INSPECTION SCHEMES
• Detecting changes in probabilities of a multi—component process
• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• scientific article; zbMATH DE number 3500818 (Why is no real title available?)
• scientific article; zbMATH DE number 1102528 (Why is no real title available?)
• On the Growth of the Maximum Queue Length in a Stable Queue
• Some first passage problems related to cusum procedures
• Some martingales related to cumulative sum tests and single-server queues
• The busy cycle of the reflected superposition of Brownian motion and a compound Poisson 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 probability distribution and the expected value of a stopping variable associated with one-sided cusum procedures for non-negative integer valued random variables
• 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
• Useful martingales for stochastic storage processes with Lévy input

Cited in

(2)

• Simulated annealing with a potential function with discontinuous gradient on \(\mathbb R^d\)
• Level-crossing probabilities and first-passage times for linear processes

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