On a multivariate storage process
Authors:
O. K. Zakusylo and N. P. Lysak
Translated by:
S. V. Kvasko
Journal:
Theor. Probability and Math. Statist. 71 (2005), 81-91
MSC (2000):
Primary 60Fxx, 60G10
DOI:
https://doi.org/10.1090/S0094-9000-05-00649-6
Published electronically:
December 28, 2005
MathSciNet review:
2144322
Full-text PDF Free Access
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Abstract: A multivariate storage process that satisfies the Langevin equation is studied in the paper.
References
- O. K. Zakusylo, General Storage Processes with an Additive Input, Kyïv Taras Shevchenko University, Kyïv, 1998. (Ukrainian)
- William Feller, An introduction to probability theory and its applications. Vol. II., 2nd ed., John Wiley & Sons, Inc., New York-London-Sydney, 1971. MR 0270403
- V. A. Ditkin and A. P. Prudnikov, Integral transforms and operational calculus, Pergamon Press, Oxford-Edinburgh-New York, 1965. Translated by D. E. Brown; English translation edited by Ian N. Sneddon. MR 0196422
- F. R. Gantmaher, Teoriya matric, Gosudarstv. Izdat. Tehn.-Teor. Lit., Moscow, 1953 (Russian). MR 0065520
- Natalīya P. Lisak, Limit theorems for the solution of the Langevin equation in the two-dimensional case, Vīsn. Kiïv. Unīv. Ser. Fīz.-Mat. Nauki 2 (2003), 155–160 (Ukrainian, with English and Ukrainian summaries). MR 2049855
References
- O. K. Zakusylo, General Storage Processes with an Additive Input, Kyïv Taras Shevchenko University, Kyïv, 1998. (Ukrainian)
- W. Feller, An Introduction to Probability Theory and its Applications, vol. 2, Wiley, New York, 1971. MR 0270403 (42:5292)
- V. A. Ditkin and A. P. Prudnikov, Integral Transforms and Operational Calculus, “Vysshaya Shkola”, Moscow, 1961; English transl., Pergamon Press, Oxford–London–Edinburgh–New York–Paris–Frankfurt, 1965. MR 0196422 (33:4609)
- F. R. Gantmakher, The Theory of Matrices, Gostekhizdat, Moscow, 1951; English transl., Chelsea, Berlin, 1959. MR 0065520 (16:438l); MR 0107649 (21:6372c)
- N. P. Lysak [Lisak], Limit theorems for solutions of Langevin equation in the two-dimensional case, Visnyk Kyïv. Univ. Ser. Fiz.-Mat. 2 (2003), 155–160. (Ukrainian) MR 2049855
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Additional Information
O. K. Zakusylo
Affiliation:
Faculty for Cybernetics, National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv 03127, Ukraine
Email:
do@unicyb.kiev.ua
N. P. Lysak
Affiliation:
Faculty for Cybernetics, National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv 03127, Ukraine
Email:
lysak@unicyb.kiev.ua
Received by editor(s):
September 1, 2003
Published electronically:
December 28, 2005
Article copyright:
© Copyright 2005
American Mathematical Society
