Some exponential type bounds for hitting time distributions of storage processes

DOI10.1016/0304-4149(85)90042-0zbMath0593.90018OpenAlexW2050332752MaRDI QIDQ1076600

Keigo Yamada

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90042-0

zbMATH Keywords

boundsupper and lower boundsexponentialstorage processstochastic integral equationmartingale theorycompound Poisson inputfinite or infinite capacityhitting time distributions

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Stochastic integral equations (60H20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (1)

Excursions of the workload process in \(G/GI/1\) queues

Cites Work

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• A bound for the expected hitting time of storage processes
• Some martingales associated with queueing and storage processes
• Hitting-time and occupation-time bounds implied by drift analysis with applications
• A stochastic integral in storage theory

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