Quasi-Stationary Workload in a Lévy-Driven Storage System

DOI10.1080/15326349.2012.699753zbMath1260.90020arXiv1012.2664MaRDI QIDQ3167893

Tomasz Rolski, Zbigniew Palmowski, M. R. H. Mandjes

Publication date: 29 October 2012

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.2664

zbMATH Keywords

Laplace transforms; Lévy processes; quasi-stationary distribution; fluctuation theory; storage systems; heaviside principle

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60G50: Sums of independent random variables; random walks

60K25: Queueing theory (aspects of probability theory)

90B05: Inventory, storage, reservoirs

93E20: Optimal stochastic control

60J99: Markov processes

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