Asmussen, Søren; Fuckerieder, Pascal; Jobmann, Manfred; … - In: Stochastic Processes and their Applications 102 (2002) 1, pp. 1-23
Let [tau](x)=inf{t0: Q(t)[greater-or-equal, slanted]x} be the time of first overflow of a queueing process {Q(t)} over level x (the buffer size) and . Assuming that {Q(t)} is the reflected version of a Lévy process {X(t)} or a Markov additive process, we study a variety of algorithms for...
