Palm calculus for a process with a stationary random measure and its applications to fluid queues (Q1339066)

The author considers a queueing system called fluid queue, which is a generalization of dam model with constant release rate. The accumulated input flow in the system is a nondecreasing process \(\{A(t)\}\) with stationary increments. A process \(\{W(x)\}\) called sojourn time process is introduced as a continuous analog of waiting time process in the ordinary queue. This process is indexed by the level of accumulated input, and is stationary under a certain kind of Palm measure called detailed Palm measure. The author begins with the definition and the basic properties of detailed Palm measure. Then he presents two formal definitions of fluid queue, by giving relations among \(\{A(t)\}\), \(\{W(x)\}\), the buffer content process \(\{l (t)\}\), and the output flow \(\{D(t)\}\). Continuous version of Little's formula is derived. Distributional relationship between \(\{l (t)\}\) and \(\{W(x)\}\) is given for a fluid queue with constant release rate.