Hypothesis testing for a Lévy-driven storage system by Poisson sampling

DOI10.1016/J.SPA.2020.11.005zbMath1475.60191arXiv1912.02891OpenAlexW3106844048MaRDI QIDQ1994908

M. R. H. Mandjes, Liron Ravner

Publication date: 18 February 2021

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

Full work available at URL: https://arxiv.org/abs/1912.02891

zbMATH Keywords

hypothesis testingPoisson samplingconvergence to stationarityLévy-driven storage system

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Nonparametric hypothesis testing (62G10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (2)

A decomposition for Lévy processes inspected at Poisson moments ⋮ A survey of parameter and state estimation in queues

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