Hitting time in Erlang loss systems with moving boundaries

DOI10.1007/S11134-014-9399-5MaRDI QIDQ475138zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Martin Nilsson

Publication date 25 November 2014

Published in Queueing Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11134-014-9399-5

zbMATH Keywords

diffusioncolored noisehitting timeHermite functionspectral decompositionCharlier polynomialErlang loss systemsfirst passing time

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cited in

(5)

• HITTING TIME IN AN ERLANG LOSS SYSTEM
• The moving-eigenvalue method: hitting time for Itô processes and moving boundaries
• On the Erlang loss model with time dependent input
• On the transition of Charlier polynomials to the Hermite function
• Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application

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Uses Software

• DLMF

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