Hitting time in Erlang loss systems with moving boundaries
DOI10.1007/S11134-014-9399-5zbMATH Open1312.60113DBLPjournals/questa/Nilsson14OpenAlexW2027773671WikidataQ59320126 ScholiaQ59320126MaRDI QIDQ475138FDOQ475138
Authors: Martin Nilsson
Publication date: 25 November 2014
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11134-014-9399-5
Recommendations
diffusioncolored noisehitting timeHermite functionspectral decompositionCharlier polynomialErlang loss systemsfirst passing time
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)
- 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
- The moving-eigenvalue method: hitting time for Itô processes and moving boundaries
- HITTING TIME IN AN ERLANG LOSS SYSTEM
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