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116
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CORR
2008
Springer
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CORR 2008
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Perturbation analysis of an M/M/1 queue in a diffusion random environment
15 years 3 months ago
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www-rocq.inria.fr
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 i...
Christine Fricker, Fabrice Guillemin, Philippe Rob...
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