A limit theorem for nonnegative additive functionals of storage processes

DOI10.1214/AOP/1176992999MaRDI QIDQ1061412zbMATH OpenOpenAlexFDO

Authors Keigo Yamada

Publication date 1985

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176992999

zbMATH Keywords

storage processlocal time of a Bessel process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

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(7)

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• scientific article; zbMATH DE number 4159831 (Why is no real title available?)
• Diffusion approximation of open queueing networks with critical traffic levels
• On the limit behavior of certain quantities in a subcritical storage model
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• An Extreme-Type Limit Law for a Storage Process

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