A remark on the characterization of the global behaviour of a process with independent increments (Q2722150)
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scientific article; zbMATH DE number 1617392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A remark on the characterization of the global behaviour of a process with independent increments |
scientific article; zbMATH DE number 1617392 |
Statements
11 July 2001
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process with independent increments
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storage process
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stationary distribution
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0.87615985
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0.87249225
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0.8691834
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0.8671732
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0.8660441
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0.8634851
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A remark on the characterization of the global behaviour of a process with independent increments (English)
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The author studies the global behaviour of a process with independent increments. This process usually describes an additive input in the storage theory. It is shown that the analysis of the global behaviour of a process with independent increments in terms of existence of the stationary distribution of the related storage process implies results that differ from the classical ones.
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