Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 19-27 |
| Number of pages | 9 |
| Journal | Probability in the Engineering and Informational Sciences |
| Volume | 16 |
| Issue number | 1 |
| DOIs | |
| State | Published - 2002 |
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Management Science and Operations Research
- Industrial and Manufacturing Engineering