FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME

DOI10.1081/SQA-120004174zbMath1040.60078MaRDI QIDQ3148284

Wolfgang Stadje

Publication date: 2002

Published in: Sequential Analysis (Search for Journal in Brave)

zbMATH Keywords

Laplace transform; first-passage time; Lindley process

Mathematics Subject Classification ID

90B15: Stochastic network models in operations research

60K25: Queueing theory (aspects of probability theory)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some first passage problems related to cusum procedures
• Some martingales related to cumulative sum tests and single-server queues
• A new approach to the Lindley recursion
• The busy cycle of the reflected superposition of Brownian motion and a compound Poisson process
• Asymptotic behaviour of a stopping time related to cumulative sum procedures and single-server queues
• The probability distribution and the expected value of a stopping variable associated with one-sided cusum procedures for non-negative integer valued random variables
• Useful martingales for stochastic storage processes with Lévy input
• Detecting changes in probabilities of a multi—component process
• The distribution of the maximum number of customers present simultaneously during a busy period for the queueing systems M/G/1 and G/M/1
• The Trivariate Distribution of the Maximum Queue Length, the Number of Customers Served and the Duration of the Busy Period for the M/G/1 Queueing System
• On the Growth of the Maximum Queue Length in a Stable Queue
• CONTINUOUS INSPECTION SCHEMES