Diffusion local time storage

Details Diffusion local time storage Diffusion local time storage

2004-06-21

arxiv.org/abs/math/0406398v1

Mathematics

Probability

24 pages; to appear in Stoch. Proc. Appl

Scientific paper

In this paper we study a storage process or a liquid queue in which the input process is the local time of a positively recurrent stationary diffusion in stationary state and the potential output takes place with a constant deterministic rate. For this storage process we find its stationary distribution and compute the joint distribution of the starting and ending times of the busy and idle periods. This work completes and extends to a more general setting the results in Mannersalo, Norros, and Salminen (2003).

Affiliated with

Also associated with

No associations

Rating

Diffusion local time storage does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Diffusion local time storage, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Diffusion local time storage will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-57587