Diffusion approximation for storage processes |
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| Authors: | Keigo Yamada |
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| Affiliation: | Institute of Information Sciences, University of Tsukuba, Ibaraki 305, Japan |
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| Abstract: | For a sequence of storage processes with general release rate functions which contain, as a special case, queuing processes, we show that under appropriate conditions, suitably normalized processes for storage processes converge to diffusions in the sense of law. |
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| Keywords: | Storage processes limit theorems diffusion approximation martingale approach |
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