EXCURSIONS OF THE WORKLOAD PROCESS IN G GI/1 QUEUES/

Authors
GUILLEMIN FM MAZUMDAR RR
Citation
Fm. Guillemin et Rr. Mazumdar, EXCURSIONS OF THE WORKLOAD PROCESS IN G GI/1 QUEUES/, Stochastic processes and their applications, 58(1), 1995, pp. 139-154
Citations number
15
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
58
Issue
1
Year of publication
1995
Pages
139 - 154
Database
ISI
SICI code
0304-4149(1995)58:1<139:EOTWPI>2.0.ZU;2-W
Abstract
In this paper we study the excursions of the workload process of G/GI/ 1 queues above a given level. Instead of invoking classical semi-regen erative arguments, we adopt a martingale formulation via the use of th e predictable characteristics associated with the semi-martingales of the excursion process. We calculate the stationary distribution of the excursion process as well as analyse the duration of excursions and a ssociated properties.