Some Stochastic Bounds for Dams and Queues

Let X = {X(t), t ≥ 0} be a process of the form X(t) = Z(t) - ct, where c is a positive constant and Z is an infinitely divisible, nondecreasing pure jump process. Assuming E[X(t)] < 0, let U be the d.f. of M = sup X(t). As is well known, U is the contents distribution of a dam with input Z and re...

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Bibliographische Detailangaben

Veröffentlicht in:	Mathematics of Operations Research. - Institute for Operations Research and the Management Sciences. - 2(1977), 1, Seite 54-63
1. Verfasser:	Harrison, J. Michael (VerfasserIn)
Format:	Online-Aufsatz
Sprache:	English
Veröffentlicht:	1977
Zugriff auf das übergeordnete Werk:	Mathematics of Operations Research
Schlagworte:	Brownian motion Collective risk theory Dam Infinitely divisible process M/G/1 queue Maxima Second-order stochastic dominance Stochastic dominance Storage process Mathematics mehr... Physical sciences Applied sciences Philosophy Economics