Perry, D.; Stadje, W. - In: Computational Statistics 64 (2006) 3, pp. 415-428
some fixed workload $$a\in (0,1)$$ . The result is used to obtain the overflow distribution of this controlled workload … process; we derive $$\mathbb{E}e^{-\alpha} W(T)$$ and $$\mathbb{E}[e^{{-\alpha}^{W(T)}} | W(T) \geq 1]$$ , where T is the …
