The busy cycle of the reflected superposition of Brownian motion and a compound Poisson process

DOI10.1239/jap/996986660zbMath0984.60096MaRDI QIDQ2731168

Wolfgang Stadje, David Perry

Publication date: 5 May 2002

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/996986660

zbMATH Keywords

queueing; workload; reflection; Brownian motion; heavy traffic; maximum; compound Poisson process; busy cycle

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60K25: Queueing theory (aspects of probability theory)

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

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