Excursions of the workload process in G/GI/1 queues

Fabrice M. Guillemin and Ravi R. Mazumdar

Stochastic Processes and their Applications, 1995, vol. 58, issue 1, 139-154

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-regenerative arguments, we adopt a martingale formulation via the use of the 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 associated properties.

Keywords: Queues; Workload; Excursions; Martingales; Predictable; characteristics; Palm; probabilities (search for similar items in EconPapers)
Date: 1995
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