Title
A Storage Process with Local Time Input
Abstract
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.
Year
DOI
Venue
2004
10.1023/B:QUES.0000027999.33013.38
Queueing Syst.
Keywords
DocType
Volume
Communication Network,Stochastic Process,Brownian Motion,System Theory,Probability Theory
Journal
46
Issue
ISSN
Citations 
3/4
1572-9443
0
PageRank 
References 
Authors
0.34
1
3
Name
Order
Citations
PageRank
Petteri Mannersalo123418.96
Ilkka Norros261386.52
Paavo Salminen352.85