A Note on Negative Customers, GI/G/1 Workload, and Risk Processes

A Note on Negative Customers, GI/G/1 Workload, and Risk Processes

This note illustrates that a combination of the approach in our previous papers (Boucherie and Boxma, 1996, Probability in the Engineering and Informational Sciences10: 261–277; Jain and Sigman, 1996, Probability in the Engineering and Informational Sciences 10: 519–531) directly leads to a Pollacze...

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Bibliographic Details
Published in:Probability in the engineering and informational sciences 1997-07, Vol.11 (3), p.305-311
Main Authors: Boucherie, Richard J., Boxma, Onno J., Sigman, Karl
Format: Article
Language:eng
Online Access:Get full text
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Summary:This note illustrates that a combination of the approach in our previous papers (Boucherie and Boxma, 1996, Probability in the Engineering and Informational Sciences10: 261–277; Jain and Sigman, 1996, Probability in the Engineering and Informational Sciences 10: 519–531) directly leads to a Pollaczek-Khintchine form for the workload in a queue with negative customers. The same technique is also applied to risk processes with lump additions.
ISSN:0269-9648
1469-8951