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...
Veröffentlicht in: | Mathematics of Operations Research. - Institute for Operations Research and the Management Sciences. - 2(1977), 1, Seite 54-63 |
---|---|
1. Verfasser: | |
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... |
Online verfügbar |
Volltext |