Limiting conditional and conditional invariant distributions for the Poisson process with negative drift

Abstract

In this paper we study the conditional limiting behaviour for the virtual waiting time process for the queue M/D/1. We describe the family of conditional invariant distributions which are continuous and parametrized by the eigenvalues lambda is an element of (0, lambda(c)], as it happens for diffusions. In this case, there is a periodic dependence of the limiting conditional distributions on the initial point and the minimal conditional invariant distribution is a mixture, according to an exponential law, of the limiting conditional distributions.

Más información

Título de la Revista: JOURNAL OF APPLIED PROBABILITY
Volumen: 36
Número: 4
Editorial: CAMBRIDGE UNIV PRESS
Fecha de publicación: 1999
Página de inicio: 1194
Página final: 1209
Idioma: Ingles
Financiamiento/Sponsor: FONDECYT
DOI:

WOS:000085722300020

Notas: ISI