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• W2026090140 abstract "We consider a Lĕvy storage model in which the output is shut off every time the system reaches zero, for a length of time which is determined by an arbitrary stopping time with respect to a filtration which may be richer than the one generated by the Lĕvy process. The main contribution is in showing that under suitable conditions, the steady state distribution associated with such a model exhibits a new decomposition property. Namely it can be written as an independent sum of two random variables. One has the distribution associated with a standard reflected Lĕvy process and the other has the steady state distribution of some clearing process (in contrast to excess lifetime or excess number of customers arriving during a vacation). A special case of such a model is the workload process in an M/G/l queue, in particular with the well known T, N and D-policies" @default.
• W2026090140 created "2016-06-24" @default.
• W2026090140 creator A5085238719 @default.
• W2026090140 date "1998-01-01" @default.
• W2026090140 modified "2023-09-23" @default.
• W2026090140 title "An exhaustive lĕvy storage process with intermittent output" @default.
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• W2026090140 doi "https://doi.org/10.1080/15326349808807509" @default.
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