ON RELATION OF TWO PROCESSES WITH INDEPENDENT INCREMENTS APPLIED IN QUEUEING SYSTEMS

In the paper, by using two processes ξt and η t , t ≥ 0 with independent increments, one of which is without negative overshoots and the second one is homogeneous in time, we study a homogeneous Markov process ξt, t ≥ 0, and we find the Laplace transform of the generating function of transitional probabilities of the process ξt, t ≥ 0.

___

  • [1] Nasirova,T.I., (1984), Processes of Semi-markov walk, Baku, ”Elm”,pp.167, (in Russian)
  • [2] Borovkov,A.A., (1981), Probability processes in queueing theory. M. Nauka, pp.384, (in Russian)
  • [3] Tunj,Ya.S., Bakhiyev,Sh.B., and Ibayev,E.A. (2014) Investigation of the process of Semi-markov walk with positive drift and negative overshoots. Transaction NASA, ”Information and problem of control”,vol. XXXIV, No 3, pp.133-139. (in Russian)
  • [4] Courant,R., (1964), Partial equations. M.Mir., pp.830, (in Russian).
  • [5] Vladimirov,R., (1971), Equations of mathematical physics. M. Mir, pp.512, (in Russian).