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Diffusion local time storage

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  • Kozlova, M.
  • Salminen, P.

Abstract

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 of Mannersalo et al. [Queueing Systems 46 (2004) 557].

Suggested Citation

  • Kozlova, M. & Salminen, P., 2004. "Diffusion local time storage," Stochastic Processes and their Applications, Elsevier, vol. 114(2), pages 211-229, December.
    • Handle: RePEc:eee:spapps:v:114:y:2004:i:2:p:211-229
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    References listed on IDEAS

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    1. Salminen, Paavo, 1993. "On the distribution of supremum of diffusion local time," Statistics & Probability Letters, Elsevier, vol. 18(3), pages 219-225, October.
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    Cited by:

    1. Kolev, Nikolai & Mulinacci, Sabrina, 2022. "New characterizations of bivariate discrete Schur-constant models," Statistics & Probability Letters, Elsevier, vol. 180(C).
    2. Ta, Bao Quoc & Van, Chung Pham, 2017. "Some properties of bivariate Schur-constant distributions," Statistics & Probability Letters, Elsevier, vol. 124(C), pages 69-76.
    3. Jorge Navarro & Julio Mulero, 2020. "Comparisons of coherent systems under the time-transformed exponential model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 255-281, March.

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