We consider a reflected superposition of a Brownian motion and a compound Poisson process as a model for the workload process of a queueing system with two types of customers under heavy traffic. The distributions of the duration of a busy cycle and the maximum workload during a cycle are determined in closed form. Keywords: Brownian motion; compound Poisson process; reflection; queueing; workload: heavv traffic; busy cycle: maximum.
ASJC Scopus subject areas
- Statistics and Probability
- Mathematics (all)
- Statistics, Probability and Uncertainty