On pathwise rate conservation for a class of semi-martingales

DOI10.1016/0304-4149(93)90098-OMaRDI QIDQ689175zbMATH OpenOpenAlexFDO

Authors Vivek Badrinath, Ravi R. Mazumdar, Fabrice M. Guillemin, Catherine P. Rosenberg

Publication date 9 December 1993

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(93)90098-o

zbMATH Keywords

Ornstein-Uhlenbeck processlocal timeergodic processescharacterization of invariant distributionrate conservation principle

Mathematics Subject Classification ID

Diffusion processes (60J60) Stationary stochastic processes (60G10) Sample path properties (60G17) Martingales with continuous parameter (60G44) Local time and additive functionals (60J55)

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• A Note on a Sample-Path Rate Conservation Law and its Relationship withH=λG
• An elementary proof of Sengupta's invariance relation and a remark on Miyazawa's conservation principle
• Event and time averages: a review
• Level Crossings in Point Processes Applied to Queues: Single-Server Case
• On rate conservation for non-stationary processes
• On the relation between customer and time averages in queues
• Palm probabilities and stationary queues
• Rate conservation for stationary processes
• Sample-path analysis of processes with imbedded point processes
• The derivation of invariance relations in complex queueing systems with stationary inputs

Cited in

(4)

• Single-server queues with spatially distributed arrivals
• Further applications of a general rate conservation law
• Rate conservation laws: A survey
• Forward equations for reflected diffusions with jumps

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