Hitting time in Erlang loss systems with moving boundaries

DOI10.1007/s11134-014-9399-5zbMath1312.60113OpenAlexW2027773671WikidataQ59320126 ScholiaQ59320126MaRDI QIDQ475138

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

zbMATH Keywords

diffusionspectral decompositioncolored noisehitting timeHermite functionCharlier polynomialErlang loss systemsfirst passing time

Mathematics Subject Classification ID

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

Related Items

Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application ⋮ On the transition of Charlier polynomials to the Hermite function ⋮ The moving-eigenvalue method: hitting time for Itô processes and moving boundaries

Uses Software

• DLMF

Cites Work

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