Stationary processes with piecewise monotonous trajectories

DOI10.1002/MANA.19831130110MaRDI QIDQ3313032zbMATH OpenOpenAlexFDO

Authors Volker Schmidt

Publication date 1983

Published in Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mana.19831130110

zbMATH Keywords

dam and storage processesembedded marked point processesintensity conservation principleshot noise

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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Cites work

• Eine bemerkung zur existenz unendllcli vieler ”leorpunkte“ in bedienungssystemen liiit liiienillm-li vleleii bedienungsgeräten
• Stochastic processes with imbedded marked point processes (pmp) and thcir application in queneing

Cited in

(9)

• Sample path analysis of level crossings for the workload process
• Imbedded construction of stationary sequences and point processes with a random memory
• EPSTA: The coincidence of time-stationary and customer-stationary distributions
• Marked point processes in discrete time
• Monotone Case for an Extended Process
• On some tractable growth-collapse processes with renewal collapse epochs
• On finiteness and continuity of shot noise processes
• Qualitative and asymptotic properties of stochastic integrals related to random marked point processes
• Time-dependent rate conservation laws for a process defined with a stationary marked point process and their applications

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