Recurrence-transience criteria for storage processes

DOI10.1007/BF02674096zbMath0970.60088MaRDI QIDQ1586607

Makoto Yamazato

Publication date: 16 October 2001

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

stochastic integral equationsstorage processesrecurrence-transience criteria

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integral equations (60H20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Cites Work

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• Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
• A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type
• Sato's conjecture on recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type
• A local time for a storage process
• General Storage Processes with Additive Inputs
• Storage processes with general release rule and additive inputs
• The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule
• The Recurrence Classification of Risk and Storage Processes

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