Storage processes with general release rule and additive inputs
From MaRDI portal
Publication:3940613
DOI10.2307/1426528zbMath0482.60087OpenAlexW2327997992MaRDI QIDQ3940613
Richard L. Tweedie, Peter J. Brockwell, Sidney I. Resnick
Publication date: 1982
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1426528
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Inventory, storage, reservoirs (90B05)
Related Items
Recurrence-transience criteria for storage processes and their applications, Second-order properties of regeneration-based bootstrap for atomic Markov chains, On the overflow time of a fluid model, Dam processes with state dependent batch sizes and intermittent production processes with state dependent rates, On a make-to-stock production/mountain model with hysteretic control, On moments and tail behaviors of storage processes, On population growth with catastrophes, The argmin process of random walks, Brownian motion and Lévy processes, Computable exponential convergence rates for stochastically ordered Markov processes, Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows, On decay–surge population models, Queues with Delays in Two-State Strategies and Lévy Input, Duality of dams via mountain processes., TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems, A workload-dependent \(M/G/1\) queue under a two-stage service policy, Recurrence properties of autoregressive processes with super-heavy-tailed innovations, Limiting properties of Poisson shot noise processes, Queues with Lévy input and hysteretic control, Fluctuation theory for level-dependent Lévy risk processes, Large deviations for multidimensional state-dependent shot-noise processes, Unnamed Item, The compound Poisson process perturbed by a diffusion with a threshold dividend strategy, Lévy processes with adaptable exponent, Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent, Approximate regenerative-block bootstrap for Markov chains, Shot-noise queueing models, Fluid Models with Burst Arrivals: A Sample Path Analysis, Regeneration-based statistics for Harris recurrent Markov chains, Peer-to-peer lending: a growth-collapse model and its steady-state analysis, Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities, Recurrence-transience criteria for storage processes, Finite-buffer queues with workload-dependent service and arrival rates, Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions., Functional equations with multiple recursive terms, Stability for multidimensional jump-diffusion processes, Extinction in a model for the growth of a population subject to catastrophes, Affine Storage and Insurance Risk Models
