First exit times for compound Poisson dams with a general release rule

DOI10.1007/S00186-006-0111-3zbMath1158.60041OpenAlexW2166048872MaRDI QIDQ2466775

Ji-Yeon Lee

Publication date: 16 January 2008

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-006-0111-3

zbMATH Keywords

Laplace transformsfirst exit timescompound Poisson damswet periods

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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On a make-to-stock production/mountain model with hysteretic control ⋮ On the Cycle Maximum of Mountains, Dams and Queues

Cites Work

• Calculation of the Laplace transform of the length of the busy period for the M/G/1 queue via martingales
• The expected wet period of finite dam with exponential inputs.
• On hitting times for compound Poisson dams with exponential jumps and linear release rate
• The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule
• First-exit times for compound poisson processes for some types of positive and negative jumps
• Applied Probability and Queues
• Busy periods of Poisson arrival queues with loss

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