(1) Dipartimento di Matematica e Informatica, Università di Salerno, Via S. Allende, Baronissi (SA), 84081, Italy;(2) Dipartimento di Matematica e Applicazioni, Università di Napoli Federico II, Via Cintia, Napoli, 80126, Italy
Abstract:
For the M/M/1 queue in the presence of catastrophes the transition probabilities, densities of the busy period and of the catastrophe waiting time are determined. A heavy-traffic approximation to this discrete model is then derived. This is seen to be equivalent to a Wiener process subject to randomly occurring jumps for which some analytical results are obtained. The goodness of the approximation is discussed by comparing the closed-form solutions obtained for the continuous process with those obtained for the M/M/1 catastrophized queue.