A Laplace transform representation in a class of renewal queueing and risk processes

被引：19

作者：

Willmot, GE ^{[1
]}

机构：

[1] Univ Waterloo, Dept Stat & Actuarial Sci, Waterloo, ON N2L 3G1, Canada

来源：

JOURNAL OF APPLIED PROBABILITY | 1999年 / 36卷 / 02期

关键词：

compound geometric; failure rate; residual lifetime; subexponential; regular variation; Erlang distribution; Coxian distribution; Lagrange interpolation;

D O I：

10.1017/S0021900200017320

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For a class of renewal queueing processes characterized by a rational Laplace-Stieltjes transform of the arrival inter-occurrence time distribution, the Laplace-Stieltjes transform, of the equilibrium (actual) waiting time distribution is re-expressed in a manner which facilitates explicit inversion under certain conditions. The results are of interest in other contexts as well, as for example in insurance ruin theory. Various analytic properties of these quantities are then obtained as a result.

引用

页码：570 / 584

页数：15

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