On moments and tail behaviors of storage processes

DOI10.1239/jap/1067436101zbMath1055.60094MaRDI QIDQ4819516

Arturo Kohatsu-Higa, Makoto Yamazato

Publication date: 27 September 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10230/836

zbMATH Keywords

subordinator; subexponentiality; submultiplicative function; dam process; average process

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60K10: Applications of renewal theory (reliability, demand theory, etc.)

60G52: Stable stochastic processes

60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)

Cites Work

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