Queues with Delays in Two-State Strategies and Lévy Input
نویسندگان
چکیده
منابع مشابه
Queues with delays in two-state strategies and Lévy input
We consider a reflected Lévy process without negative jumps, starting at the origin. When the reflected process first upcrosses level K, a timer is activated. D time units later the timer expires, and the Lévy exponent of the Lévy process is changed. As soon as the process hits zero again, the Lévy exponent reverses to the original function. If the process has reached the origin before the time...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2008
ISSN: 0021-9002,1475-6072
DOI: 10.1239/jap/1214950350