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

Fierro, R; Martinez, S; San Martin, J

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