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The busy cycle of the reflected superposition of Brownian motion and a compound Poisson process
Published online by Cambridge University Press: 14 July 2016
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.
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- Copyright © by the Applied Probability Trust 2001
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