IDEAS home Printed from https://ideas.repec.org/a/spr/queues/v100y2022i3d10.1007_s11134-022-09744-z.html
   My bibliography  Save this article

First exit time for a discrete-time parallel queue

Author

Listed:
  • Zbigniew Palmowski

    (Wroclaw University of Science and Technology)

Abstract

No abstract is available for this item.

Suggested Citation

  • Zbigniew Palmowski, 2022. "First exit time for a discrete-time parallel queue," Queueing Systems: Theory and Applications, Springer, vol. 100(3), pages 329-331, April.
  • Handle: RePEc:spr:queues:v:100:y:2022:i:3:d:10.1007_s11134-022-09744-z
    DOI: 10.1007/s11134-022-09744-z
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11134-022-09744-z
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s11134-022-09744-z?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. P. Lieshout & M. Mandjes, 2007. "Tandem Brownian queues," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 66(2), pages 275-298, October.
    2. Badila, E.S. & Boxma, O.J. & Resing, J.A.C., 2015. "Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 48-61.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ivanovs, Jevgenijs & Boxma, Onno, 2015. "A bivariate risk model with mutual deficit coverage," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 126-134.
    2. Patch, Brendan & Nazarathy, Yoni & Taimre, Thomas, 2015. "A correction term for the covariance of renewal-reward processes with multivariate rewards," Statistics & Probability Letters, Elsevier, vol. 102(C), pages 1-7.
    3. Youri Raaijmakers & Hansjörg Albrecher & Onno Boxma, 2019. "The Single Server Queue with Mixing Dependencies," Methodology and Computing in Applied Probability, Springer, vol. 21(4), pages 1023-1044, December.
    4. Ernst, Philip A. & Franceschi, Sandro & Huang, Dongzhou, 2021. "Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant," Stochastic Processes and their Applications, Elsevier, vol. 142(C), pages 634-670.
    5. Krzysztof Dȩbicki, 2022. "Exact asymptotics of Gaussian-driven tandem queues," Queueing Systems: Theory and Applications, Springer, vol. 100(3), pages 285-287, April.
    6. Hansjoerg Albrecher & Pablo Azcue & Nora Muler, 2015. "Optimal Dividend Strategies for Two Collaborating Insurance Companies," Papers 1505.03980, arXiv.org.
    7. Albrecher, Hansjörg & Cheung, Eric C.K. & Liu, Haibo & Woo, Jae-Kyung, 2022. "A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process," Insurance: Mathematics and Economics, Elsevier, vol. 103(C), pages 96-118.
    8. Masakiyo Miyazawa, 2011. "Light tail asymptotics in multidimensional reflecting processes for queueing networks," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(2), pages 233-299, December.
    9. Boxma, Onno & Frostig, Esther & Perry, David & Yosef, Rami, 2017. "A state dependent reinsurance model," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 170-181.
    10. Pablo Azcue & Nora Muler & Zbigniew Palmowski, 2016. "Optimal dividend payments for a two-dimensional insurance risk process," Papers 1603.07019, arXiv.org, revised Apr 2018.
    11. Gordienko, E. & Vázquez-Ortega, P., 2018. "Continuity inequalities for multidimensional renewal risk models," Insurance: Mathematics and Economics, Elsevier, vol. 82(C), pages 48-54.
    12. Zbigniew Michna, 2018. "Ruin probabilities for two collaborating insurance companies," Papers 1804.06598, arXiv.org, revised Dec 2018.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:queues:v:100:y:2022:i:3:d:10.1007_s11134-022-09744-z. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.