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A Note on Negative Customers, GI/G/1 Workload, and Risk Processes
1997
Probability in the engineering and informational sciences (Print)
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This note illustrates that a combination of the approach in our previous papers (Boucherie and Boxma, 1996, Probability in the Engineering and Informational Sciences 10: 261-277; Jain and Sigman, 1996, Probability in the Engineering and Informational Sciences I 0: 519-531) directly leads to a Pollaczek-Khintchine form for the workload in a queue with negative customers. The same technique is also applied to risk processes with lump additions.
doi:10.1017/s0269964800004848
fatcat:kcnd3x23pzg2babpadzqmtxezy