Storage processes with general release rule and additive inputs

DOI10.2307/1426528MaRDI QIDQ3940613zbMATH OpenOpenAlexFDO

Authors R. 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

zbMATH Keywords

dam theorygeneral release ruleLevy processMarkov processstationary distributionstorage equation

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Inventory, storage, reservoirs (90B05) Queues and service in operations research (90B22)

Cited in

(39)

• Approximate regenerative-block bootstrap for Markov chains
• Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
• Dam processes with state dependent batch sizes and intermittent production processes with state dependent rates
• Duality of dams via mountain processes.
• Recurrence-transience criteria for storage processes
• Stability for multidimensional jump-diffusion processes
• The argmin process of random walks, Brownian motion and Lévy processes
• Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent
• Computable exponential convergence rates for stochastically ordered Markov processes
• Shot-noise queueing models
• Peer-to-peer lending: a growth-collapse model and its steady-state analysis
• Functional equations with multiple recursive terms
• Queues with Lévy input and hysteretic control
• Fluctuation theory for level-dependent Lévy risk processes
• Second-order properties of regeneration-based bootstrap for atomic Markov chains
• A workload-dependent \(M/G/1\) queue under a two-stage service policy
• 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.
• Large deviations for multidimensional state-dependent shot-noise processes
• The compound Poisson process perturbed by a diffusion with a threshold dividend strategy
• On the overflow time of a fluid model
• On a make-to-stock production/mountain model with hysteretic control
• Fluid Models with Burst Arrivals: A Sample Path Analysis
• Regeneration-based statistics for Harris recurrent Markov chains
• Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows
• Queues with Delays in Two-State Strategies and Lévy Input
• Lévy processes with adaptable exponent
• Extinction in a model for the growth of a population subject to catastrophes
• Recurrence classification for a family of non-linear storage models
• Recurrence properties of autoregressive processes with super-heavy-tailed innovations
• Limiting properties of Poisson shot noise processes
• On moments and tail behaviors of storage processes
• Affine storage and insurance risk models
• On population growth with catastrophes
• TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems
• On decay–surge population models
• Sample path moderate deviations for shot noise processes in the high intensity regime
• Fluctuations of omega-killed level-dependent spectrally negative Lévy processes
• Recurrence-transience criteria for storage processes and their applications

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