On concavity of the mean function and stochastic ordering for reflected processes with stationary increments

DOI10.2307/3215339zbMath0822.60030OpenAlexW4237217784MaRDI QIDQ4322071

Michail Sverchkov, Offer Kella

Publication date: 5 October 1995

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215339

zbMATH Keywords

reflected Lévy processstationary and independent incrementscompound stationary point processvirtual waiting time in a single-server queue

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Related Items (3)

From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity ⋮ Structural properties of reflected Lévy processes ⋮ Lévy Processes with Two-Sided Reflection

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