The Jackson Queueing Network Model Built Using Poisson Measures. Application To A Bank Model

• Authors: Daniel Ciuiu
• Languages of publication: EN

Abstracts

EN

In this paper we will build a bank model using Poisson measures and Jackson queueing networks. We take into account the relationship between the Poisson and the exponential distributions, and we consider for each credit/deposit type a node where shocks are modeled as the compound Poisson processes. The transmissions of the shocks are modeled as moving between nodes in Jackson queueing networks, the external shocks are modeled as external arrivals, and the absorption of shocks as departures from the network.

Keywords

EN

Jackson queueing networks; Poisson measures; banking; C51; E42; G21

• Publisher: Sciendo
• Journal: Folia Oeconomica Stetinensia
• Year: 2014
• Volume: 13
• Issue: 2
• Pages: 7-22

Dates

received

2013-09-15

accepted

2014-01-17

online

2014-07-08

Contributors

author

Daniel Ciuiu

• Technical University of Civil Engineering Bucharest Faculty of Civil, Industrial and Agricultural Engineering Department of Mathematics and Computer Science Bd. Lacul Tei No. 124, Sector 2, Bucharest 020396, Romania. Romanian Institute for Economic Forecasting, Calea 13 Septembrie No. 13, Bucharest, Romania.

References

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Identifiers

DOI

10.2478/foli-2013-0016