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- W2039623148 abstract "We consider a stochastic fluid network with inputs which are independent subordinators. We show that under some natural conditions the distribution of the fluid content process converges in total variation to a proper limit and that the limiting distribution has a positive mass at the origin. As a consequence of the methodology used, we obtain upper and lower bounds for the expected values of this limiting distribution. For the two-dimensional case, under certain conditions, explicit formulas for the means, variances and covariance of the steady-state fluid content are given. Further, for the two-dimensional case, it is shown that, other than for trivial setups, the limiting distribution cannot have product form." @default.
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- W2039623148 date "1996-02-01" @default.
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- W2039623148 title "Stability and nonproduct form of stochastic fluid networks with Lévy inputs" @default.
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- W2039623148 doi "https://doi.org/10.1214/aoap/1034968070" @default.
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