Storage impulsive processes on increasing time intervals

DOI10.1090/S0094-9000-2015-00936-4MaRDI QIDQ2944754zbMATH OpenFDO

Authors Raimondo Manca, Guglielmo D'Amico, V. S. Korolyuk

Publication date 8 September 2015

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/S0094-9000-2015-00936-4

zbMATH Keywords

diffusion approximationembedded Markov chainstorage impulsive processhomogeneous Markov processlarge deviation problem

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45) Renewal theory (60K05)

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Cites work

• scientific article; zbMATH DE number 1239549 (Why is no real title available?)
• Large deviations for processes with independent increments
• Large deviations for stochastic processes.
• Stochastic systems in merging phase space.

Cited in

(9)

• Storage processes in Poisson approximation scheme
• DISCRETE-TIME STORAGE MODELS WITH NEGATIVE BINOMIAL INFLOW
• Large deviations for impulsive processes of accumulation in a phase merging scheme
• Convergence of an impulsive storage process with jump switchings
• Large deviations problem for random evolution processes
• A discrete-time storage process with a general release rule
• Storage impulsive processes in the merging phase space
• Stochastic impulsive processes on a superposition of two renewal processes
• Recurrence-transience criteria for storage processes

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