From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity
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Publication:5880986
DOI10.1017/jpr.2022.24OpenAlexW3085118565MaRDI QIDQ5880986
Publication date: 9 March 2023
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.04194
concave meanLévy-driven queuesmonotone and convex autocorrelationSkorokhod poblemstochastic storage process
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Queueing theory (aspects of probability theory) (60K25) Inventory, storage, reservoirs (90B05)
Cites Work
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