Useful martingales for stochastic storage processes with L\'evy-type input and decomposition results
Offer Kella, Onno Boxma
TL;DR
This paper discusses martingales in stochastic storage processes with Lévy-type input and provides decomposition results, but it has been withdrawn and split into two separate papers.
Contribution
It introduces useful martingales for Lévy-type storage processes and offers new decomposition techniques.
Findings
Martingales for Lévy-type storage processes
Decomposition results for stochastic storage models
Framework for analyzing complex storage systems
Abstract
This paper has been withdrawn by the author as it has been divided into two separate papers.
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Taxonomy
TopicsAdvanced Queuing Theory Analysis · Probability and Risk Models · Stochastic processes and statistical mechanics