EXACT DISTRIBUTIONS IN A JUMP-DIFFUSION STORAGE MODEL
2002 ◽
Vol 16
(1)
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pp. 19-27
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Keyword(s):
We consider a reflected independent superposition of a Brownian motion and a compound Poisson process with positive and negative jumps, which can be interpreted as a model for the content process of a storage system with different types of customers under heavy traffic. The distributions of the duration of a busy cycle and the maximum content during a cycle are determined in closed form.
2001 ◽
Vol 38
(1)
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pp. 255-261
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Keyword(s):
Keyword(s):
2003 ◽
Vol DMTCS Proceedings vol. AC,...
(Proceedings)
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Keyword(s):
1977 ◽
Vol 9
(01)
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pp. 169-186
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Keyword(s):
1985 ◽
Vol 22
(02)
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pp. 288-299
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2011 ◽
Vol 48
(01)
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pp. 145-153
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2015 ◽
Vol 2015
◽
pp. 1-10
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