A Remark on the Characterization of the Global Behavior of a Process with Independent Increments

• Date: 2000
• Main Authors: Zcikusilo, О. K., Закусило, О. К.
• Format: Article
• Language: Ukrainian; English
• Published: Institute of Mathematics, NAS of Ukraine 2000
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/4527
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

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.