Perry, D.; Stadje, W. - In: Computational Statistics 64 (2006) 3, pp. 415-428
We derive the stationary distribution of the regenerative process W(t), t ≥ 0, whose cycles behave like an M / G / 1 workload process terminating at the end of its first busy period or when it reaches or exceeds level 1, and restarting with some fixed workload $$a\in (0,1)$$ . The result is...