On busy periods of the unbounded Brownian storage (Q5959265)
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scientific article; zbMATH DE number 1723286
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| English | On busy periods of the unbounded Brownian storage |
scientific article; zbMATH DE number 1723286 |
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On busy periods of the unbounded Brownian storage (English)
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26 March 2002
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The authors study a stationary storage process with a Brownian input and a constant service rate. They calculate several distributions of random variables relevant to busy periods. One of their results is that the occupation times that the process spends above and below, respectively, and the present level during the ongoing busy period have the same distribution. This distribution is explicitly calculated.
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storage process
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Brownian motion
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busy period
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0.7910906076431274
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0.7828896641731262
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0.7798299789428711
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0.7795591354370117
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0.7696763277053833
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