Diffusion local time storage

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dc.creatorKozlova, M.
dc.creatorSalminen, P.
dc.date2004-06-21
dc.date.accessioned2026-07-07T05:09:25Z
dc.date.available2026-07-07T05:09:25Z
dc.descriptionIn 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).
dc.description24 pages; to appear in Stoch. Proc. Appl
dc.identifierhttps://arxiv.org/abs/math/0406398
dc.identifierhttp://arxiv.org/abs/math/0406398
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/71620
dc.subjectProbability
dc.subject60G10; 60J55; 60J60; 60K25
dc.titleDiffusion local time storage
dc.typetext

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