Sunset over Brownistan

DOI10.1016/0304-4149(92)90136-EzbMath0757.60073MaRDI QIDQ1185783

Erhan Çinlar

Publication date: 28 June 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Brownian motionqueueing theoryPoisson random measureconcave majorantBrownian motion with the down-ward drift

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Sample path properties (60G17) Random measures (60G57)

Related Items

Markovian structure in the concave majorant of Brownian motion, The distribution of the maximal difference between a Brownian bridge and its concave majorant, Lipschitz minorants of Brownian motion and Lévy processes, Some developments in the theory of shape constrained inference, On the time a diffusion process spends along a line, The greatest convex minorant of Brownian motion, meander, and bridge, First-fit allocation of queues: Tight probabilistic bounds on wasted space, On the convex hull of a Brownian excursion with parabolic drift.

Cites Work

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• The M/M/\(\infty\) service system with ranked servers in heavy traffic. With a preface by Franz Ferschl
• The concave majorant of Brownian motion
• Some interesting processes arising as heavy traffic limits in an M/M/\(\infty\) storage process
• A Stochastic Model of Fragmentation in Dynamic Storage Allocation