Moment inequalities for a class of stochastic systems |
| |
Authors: | Izzet Sahin |
| |
Institution: | Department of Operations Research and Planning, University of Ottawa, Ottawa, Ontario, Canada K1N 9B5 |
| |
Abstract: | First moment inequalities are developed for the limiting behaviour of a class of stochastic systems, such as queues, storage or insurance-risk systems, subject to two types of input where the “primary” input is generated by a compound Poisson process and the “secondary” input by a cumulative renewal process. |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|