The stability of storage models with shot noise input

DOI10.2307/3215362zbMath0859.60085OpenAlexW2323795769MaRDI QIDQ4716107

Robert B. Lund

Publication date: 9 April 1997

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

Full work available at URL: https://doi.org/10.2307/3215362

zbMATH Keywords

couplingcompound Poisson processshot noisestorage modelstochastic monotonicitystorage equation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Queueing theory (aspects of probability theory) (60K25)

Related Items (3)

Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence ⋮ FIRST-EXIT TIMES FOR POISSON SHOT NOISE ⋮ Large deviations for multidimensional state-dependent shot-noise processes

This page was built for publication: The stability of storage models with shot noise input