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- W2335587033 abstract "Certain last-exit and first-passage probabilities for random walks are approximated via a heuristic method suggested by a ladder variable argument. They yield satisfactory approximations of the first- and second-order moments of the queue length within a busy period of an M/D/ 1 queue. The approximation is applied to the wider class of random walks that arise in studying M/GI /1 queues. For gamma-distributed service times the queue length distribution is independent of the arrival rate. For other distributions where the arrival rate affects the queue length distribution, we have to use conjugate distributions in order to exploit a local central limit property. The limit underlying the approximation has the nature of a Brownian excursion. The source of the problem lies in recent queueing inference work; the connection with Takács' interests comes from both queueing theory and the ballot theorem." @default.
- W2335587033 created "2016-06-24" @default.
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- W2335587033 date "1994-01-01" @default.
- W2335587033 modified "2023-09-29" @default.
- W2335587033 title "Approximating last-exit probabilities of a random walk, by application to conditional queue length moments within busy periods of M/GI/1 queues" @default.
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- W2335587033 doi "https://doi.org/10.1017/s0021900200107107" @default.
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