Perturbation analysis of an M/M/1 queue in a diffusion random environment

Abstract. We study in this paper an M/M/1 queue whose server rate depends upon the state of an independent Ornstein-Uhlenbeck diffusion process (X(t)) so that its value at time t is

• Type: Journal
• Year: 2008
• Where: CORR
• Authors: Christine Fricker, Fabrice Guillemin, Philippe Robert
• Keywords: Conditional Probability Density, CORR 2008, Education, Server Rate, Time T