Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 255-261 |
| Number of pages | 7 |
| Journal | Journal of Applied Probability |
| Volume | 38 |
| Issue number | 1 |
| DOIs | |
| State | Published - Mar 2001 |
ASJC Scopus subject areas
- Statistics and Probability
- General Mathematics
- Statistics, Probability and Uncertainty