Loss rate for a general Lévy process with downward periodic barrier

DOI10.1239/jap/1318940458zbMath1231.60038arXiv1110.3827OpenAlexW2964242457MaRDI QIDQ3094477

Zbigniew Palmowski, Przemysław Świątek

Publication date: 25 October 2011

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

Full work available at URL: https://arxiv.org/abs/1110.3827

zbMATH Keywords

Lévy processbarrierqueueing processloss rate

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Queueing theory (aspects of probability theory) (60K25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

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