In this paper we introduce a storage process with singular continuous input. The input process is defined as the local time of a stationary reflecting Brownian motion with drift. Many basic charateristics of the process are computed explicitly, e.g., stationary distribution, distributions of the starting and ending time of on-going busy and idle periods. We also consider the multifractal spectrum of the input process and observe that it is independent of system parameters
In this paper we generalize known workload decomposition results for Lévy queues with secondary jump...
AbstractWe consider a class of storage models with finite or infinite capacities where input process...
We consider a stochastic fluid queue served by a constant rate server and driven by a process which ...
In this paper we introduce a storage process with singular continuous input. The input process is de...
AbstractIn this paper we study a storage process or a liquid queue in which the input process is the...
A stationary storage process with Brownian input and constant service rate is studied. Explicit form...
This article we analyzes the quasi-stationary workload of a Lévy-driven storage system. More precise...
In this thesis, a storage model with infinite capacity, additive stochastic input and unit release p...
We consider a storage model which can be on or off. When on, the content increases at some state-dep...
We consider a storage model that can be on or off. When on, the content increases at some state-depe...
In this paper we generalize the martingale of Kella and Whitt to the setting of Lévy-type processes ...
In this paper we generalize the martingale of Kella and Whitt to the setting of Lévy-type processes ...
This chapter gives an overview of some properties of the storage occupancy process in a buffer fed w...
We analyse a storage process with dynamical arrivals and departures. Under probabilistic assumptions...
The article contains an overview over locally stationary processes. At the beginning time varying au...
In this paper we generalize known workload decomposition results for Lévy queues with secondary jump...
AbstractWe consider a class of storage models with finite or infinite capacities where input process...
We consider a stochastic fluid queue served by a constant rate server and driven by a process which ...
In this paper we introduce a storage process with singular continuous input. The input process is de...
AbstractIn this paper we study a storage process or a liquid queue in which the input process is the...
A stationary storage process with Brownian input and constant service rate is studied. Explicit form...
This article we analyzes the quasi-stationary workload of a Lévy-driven storage system. More precise...
In this thesis, a storage model with infinite capacity, additive stochastic input and unit release p...
We consider a storage model which can be on or off. When on, the content increases at some state-dep...
We consider a storage model that can be on or off. When on, the content increases at some state-depe...
In this paper we generalize the martingale of Kella and Whitt to the setting of Lévy-type processes ...
In this paper we generalize the martingale of Kella and Whitt to the setting of Lévy-type processes ...
This chapter gives an overview of some properties of the storage occupancy process in a buffer fed w...
We analyse a storage process with dynamical arrivals and departures. Under probabilistic assumptions...
The article contains an overview over locally stationary processes. At the beginning time varying au...
In this paper we generalize known workload decomposition results for Lévy queues with secondary jump...
AbstractWe consider a class of storage models with finite or infinite capacities where input process...
We consider a stochastic fluid queue served by a constant rate server and driven by a process which ...