Some exponential type bounds for hitting time distributions of storage processes |
| |
| Authors: | Keigo Yamada |
| |
| Institution: | Institute of Information Sciences, University of Tsukuba, Ibaraki 305, Japan |
| |
| Abstract: | We consider a storage process with finite or infinite capacity having a compound Poisson process as input and general release rule. For this process we derive some exponential type upper and lower bounds for hitting time distributions by means of martingale theory. |
| |
| Keywords: | storage processes hitting times exponential bounds martingale theory |
| 本文献已被 ScienceDirect 等数据库收录！ |
