The expected wet period of finite dam with exponential inputs.

DOI10.1016/S0304-4149(00)00034-XzbMATH Open1047.60094WikidataQ56765186 ScholiaQ56765186MaRDI QIDQ1879489FDOQ1879489

Authors: Eui Yong Lee, Kimberly K. J. Kinateder 

Publication date: 22 September 2004

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

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zbMATH Keywords

martingalebusy periodqueuescompound Poisson process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Calculation of the Laplace transform of the length of the busy period for the M/G/1 queue via martingales

Cited In (9)

• First exit times for compound Poisson dams with a general release rule
• On time-to-buffer overflow distribution in a single-machine discrete-time system with finite capacity
• Expected earnings of invested overflow strategies for \(M/M/1\) queue with constrained workload
• On hitting times for compound Poisson dams with exponential jumps and linear release rate
• Stochastic Models for the Amount of Overflow in a Finite Dam with Random Inputs, Random Outputs, and Exponential Release Policy
• The derivation of the Laplace transform of a wet period in a finite dam via martingales
• Title not available (Why is that?)
• Title not available (Why is that?)
• Scale functions of Lévy processes and busy periods of finite-capacity M/GI/1 queues

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