Diffusion approximation for first overflow time in system with finite capacity.
Choi, Bong Dae; Lee, Yong Wan; Shin, Yang Woo
Journal of Applied Mathematics and Stochastic Analysis (1995)
- Volume: 8, Issue: 1, page 11-28
- ISSN: 2090-3332
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topChoi, Bong Dae, Lee, Yong Wan, and Shin, Yang Woo. "Diffusion approximation for first overflow time in system with finite capacity.." Journal of Applied Mathematics and Stochastic Analysis 8.1 (1995): 11-28. <http://eudml.org/doc/47233>.
@article{Choi1995,
author = {Choi, Bong Dae, Lee, Yong Wan, Shin, Yang Woo},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {first passage time; first overflow time; diffusion approximation; heavy traffic systems},
language = {eng},
number = {1},
pages = {11-28},
publisher = {Hindawi Publishing Corporation, New York},
title = {Diffusion approximation for first overflow time in system with finite capacity.},
url = {http://eudml.org/doc/47233},
volume = {8},
year = {1995},
}
TY - JOUR
AU - Choi, Bong Dae
AU - Lee, Yong Wan
AU - Shin, Yang Woo
TI - Diffusion approximation for first overflow time in system with finite capacity.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1995
PB - Hindawi Publishing Corporation, New York
VL - 8
IS - 1
SP - 11
EP - 28
LA - eng
KW - first passage time; first overflow time; diffusion approximation; heavy traffic systems
UR - http://eudml.org/doc/47233
ER -
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