A Remark on the Characterization of the Global Behavior of a Process with Independent Increments
We show that the analysis of the global behavior of a process with independent increments in terms of the existence of the stationary distribution of the corresponding storage process leads to results that differ from the classical ones.
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| Datum: | 2000 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2000
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/4527 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | We show that the analysis of the global behavior of a process with independent increments in terms of the existence of the stationary distribution of the corresponding storage process leads to results that differ from the classical ones. |
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