Some exponential type bounds for hitting time distributions of storage processes (Q1076600): Difference between revisions
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English | Some exponential type bounds for hitting time distributions of storage processes |
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Some exponential type bounds for hitting time distributions of storage processes (English)
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1985
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compound Poisson input
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stochastic integral equation
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exponential
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bounds
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storage process
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finite or infinite capacity
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upper and lower bounds
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hitting time distributions
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martingale theory
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