The expected wet period of finite dam with exponential inputs.

DOI10.1016/S0304-4149(00)00034-XMaRDI QIDQ1879489zbMATH OpenWikidataFDO

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)

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)

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Cites work

• scientific article; zbMATH DE number 3292535 (Why is no real title available?)
• scientific article; zbMATH DE number 3301915 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 65355 (Why is no real title available?)
• scientific article; zbMATH DE number 3903720 (Why is no real title available?)
• Scale functions of Lévy processes and busy periods of finite-capacity M/GI/1 queues

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