Recurrence-transience criteria for storage processes and their applications

DOI10.3836/tjm/1244208193zbMath1171.60366OpenAlexW2065164815MaRDI QIDQ819501

Makoto Yamazato

Publication date: 29 March 2006

Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3836/tjm/1244208193

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

• 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
• Diffusion Approximations for Storage Processes with General Release Rules
• Storage processes with general release rule and additive inputs
• The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule
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