On the M/M/1 Queue with Catastrophes and Its Continuous Approximation

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.

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