Storage impulsive processes in the merging phase space
type: Item
instance of: scholarly article
title: Storage impulsive processes in the merging phase space
zbMATH Open document ID: 1304.60054
author: Raimondo Manca
author: Guglielmo D'Amico
author: V. S. Korolyuk
published in: Journal of Mathematical Sciences (New York)
publication date: 2014-10-13T00:00:00Z
review text: Consider two independent sequences of independent random variables identically distributed within each sequence and two independent stationary renewal processes. Define the new sequence of random variables by taking the \(n\)th random variable from the first sequence if the \(n\)th renewal of two merged renewal processes is a renewal in the first one, and the \(n\)th random variable from the second sequence otherwise. The authors consider partial sums of the random variables from the new sequence. They prove a functional weak law of large numbers and a central limit theorem, and study large deviations by means of the asymptotic analysis of an exponential generator.
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60K05
zbMATH DE Number: 6354779
zbMATH Keywords: storage impulsive process
zbMATH Keywords: renewal process
zbMATH Keywords: law of large numbers
zbMATH Keywords: central limit theorem
zbMATH Keywords: large deviations
zbMATH Keywords: average diffusion approximation
reviewed by: Artem Sapozhnikov
MaRDI profile type: Publication
full work available at URL: s10958-014-1682-9
OpenAlex ID: W2040485153
cites work: Q5512461
cites work: Q3409967
cites work: Q3376049
cites work: Q4506433
DOI: 10.1007/S10958-014-1682-9
description: scientific article; zbMATH DE number 6354779