Abstract
We consider a storage/production system with state-dependent production rate and state-dependent demand arrival rate. Every arriving demand gives rise to a 'peak' in the trajectory of the content process. We characterize the processes N 0(x)and N1(x), defined as the number of peaks and the number of record peaks, respectively, before the content reaches the level x. The results are applied to the virtual waiting time process W(t) of a M/G/1 queue. Assuming that W(0)= x0, M(x) is defined to be the number of arrivals before the virtual waiting time drops from x0 to x0-x(0⩽ x ⩽ x0) ; in particular, Mx0)is the number of customers arriving during the first busy period. It is shown that (M(x))(0⩽ x ⩽ x0)is a compound Poisson process, and its jump size distribution is derived in closed form.
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Stadje, W. Some structural properties of a Markovian storage/production system. Queueing Systems 25, 339–350 (1997). https://doi.org/10.1023/A:1019112703841
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DOI: https://doi.org/10.1023/A:1019112703841