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On the distribution of storage processes from the class 
Authors:
R. E. Yamnenko and O. S. Shramko
Translated by:
S. Kvasko
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom 83 (2010).
Journal:
Theor. Probability and Math. Statist. 83 (2011), 191-206
MSC (2010):
Primary 60G07; Secondary 60K25
Posted:
February 2, 2012
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Additional Information
Abstract: Estimates for the distribution of a storage process are obtained in the paper, where is a stochastic process belonging to the class and where the service output rate is a continuous function. In particular, the results hold if is a Gaussian process. Several examples of applications of the results obtained in the paper are given for sub-Gaussian stationary stochastic processes.
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Additional Information
R. E. Yamnenko
Affiliation:
Department of Probability Theory, Statistics, and Actuarial Mathematics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue 2, Kiev 03127, Ukraine
Email:
yamnenko@univ.kiev.ua
O. S. Shramko
Affiliation:
Department of Probability Theory, Statistics, and Actuarial Mathematics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue 2, Kiev 03127, Ukraine
Email:
shes21@ukr.net
DOI:
http://dx.doi.org/10.1090/S0094-9000-2012-00851-X
PII:
S 0094-9000(2012)00851-X
Keywords:
Metric entropy,
queue,
storage process,
estimate of a distribution,
sub-Gaussian process
Received by editor(s):
21/APR/2010
Posted:
February 2, 2012
Article copyright:
© Copyright 2012 American Mathematical Society
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