Haight's distribution and busy periods (Q1124222)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Haight's distribution and busy periods |
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Haight's distribution and busy periods |
scientific article |
Statements
Haight's distribution and busy periods (English)
0 references
1989
0 references
\textit{G. Letac} and \textit{V. Seshadri} [ibid. 6, 165-169 (1988; Zbl 0633.62015)] considered the probability density of a compound random variable \[ X(1)=Z(N(1))=Y_ 1+...+Y_{N(1)}, \] where Z(\(\cdot)\) is a gamma process, i.e. \(Y_ 1,Y_ 2,..\). are i.i.d. having an exponential distribution with mean \(\lambda^{-1}\), where \[ P(N(1)=n)=p_ n(\alpha)=e^{-\alpha}(n^{n-2}/(n-1)!)(\alpha e^{-\alpha})^{n- 1}\quad (n=1,2,...). \] The authors show that this distribution studied among others by F. Haight is a busy period distribution for an M/D/1 queueing model assuming that it starts with r present customers. There is also given a generalization to a semigroup of infinitely divisible distributions in which the aforementioned probability density is embedded.
0 references
Haight's distribution
0 references
busy period distribution
0 references
infinitely divisible distributions
0 references