Search Results - subject:"M/G/1 queue" - EconBiz

Finite-time ruin probabilities using bivariate Laguerre series

Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; … - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 153-190

Persistent link: https://www.econbiz.de/10014325041

A note on the sojourn time distribution of an M/G/1 queue with a single working vacation and vacation interruption

Lee, Doo Ho; Kim, Bo Keun - In: Operations Research Perspectives 2 (2015), pp. 57-61

We study the paper of Gao and Liu (2013). In the paper, the authors pay little attention to the customer's sojourn time in their model although both the queue length and the busy cycle are seriously analyzed. The objective of this note is to derive the sojourn time distribution of Gao and Liu's...

Persistent link: https://www.econbiz.de/10011825909

A note on the sojourn time distribution of an M/G/1 queue with a single working vacation and vacation interruption

Lee, Doo Ho; Kim, Bo Keun - In: Operations research perspectives 2 (2015), pp. 57-61

We study the paper of Gao and Liu (2013). In the paper, the authors pay little attention to the customer's sojourn time in their model although both the queue length and the busy cycle are seriously analyzed. The objective of this note is to derive the sojourn time distribution of Gao and Liu's...

Persistent link: https://www.econbiz.de/10011822645

Improved algorithms for rare event simulation with heavy tails

Asmussen, Søren; Kroese, Dirk P. - 2006

are derived and a numerical study given in terms of the M/G/1 queue in which n is replaced by an independent geometric …

Persistent link: https://www.econbiz.de/10009448797

Computation of Autocorrelations of Interdeparture Times by Numerical Transform Inversion

Blanc, Hans - Tilburg University, Center for Economic Research - 2001

Persistent link: https://www.econbiz.de/10011091632

On the Numerical Inversion of Busy-Period Related Transforms

Blanc, Hans - Tilburg University, Center for Economic Research - 2001

Persistent link: https://www.econbiz.de/10011091963

Heavy-Traffic Analysis of the M/G/1 Queue With Priority Classes

Boxma, O.J.; Cohen, J.W.; Deng, Q. - Tilburg University, Center for Economic Research - 1998

AMS classifications: 60K25, 90B22.

Persistent link: https://www.econbiz.de/10011092540

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