Diffusion local time storage
M. Kozlova, P. Salminen
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 in Mannersalo, Norros, and Salminen (2003).
Create a lesson
Related papers
Superdiffusive Invariance Principle for the two-dimensional Asymmetric Simple Exclusion Process
Quentin Moulard
Branching explosion of Brownian Fleming-Viot systems
Yaohui Lin, Tiankui Lu
A formula for the free energy of non-convex vector spin glasses
Hong-Bin Chen, Fu-Hsuan Ho, Victor Issa
A Randomized Approximation Algorithm for Doubly Free-Boundary Macdonald Processes
Zhongyang Li
The forward-loop-erased ants walk
Wilfred Armfield, Cécile Mailler
A Central Limit Theorem for High-Temperature SYK Model
Yoshinori Kamijima, Shuta Nakajima, Ryoichiro Noda et al.