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Storage impulsive processes in the merging phase space

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Abstract

The storage impulsive processes given by a sum of random variables on a superposition of two renewal processes are considered on increasing time intervals.

The averaging, diffusion approximation, and large deviation problem are studied in the series scheme with a small parameter series under suitable scaling.

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References

  1. W. Feller, Introduction to Probability Theory and its Applications, Wiley, New York, 1966, Vol. 2.

  2. J. Feng and T. G. Kurtz, Large Deviations for Stochastic Processes, Amer. Math. Soc., Providence, RI, 2006.

  3. V. S. Koroliuk and N. Limnios, Stochastic Systems in Merging Phase Space, World Scientific, Singapore, 2005.

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  4. V. S. Korolyuk and V. V. Korolyuk, Stochastic Models of Systems, Kluwer, Dordrecht, 1999.

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Authors and Affiliations

  1. Institute of Mathematics of the NASU, 3, Tereshchenkivska Str., Kyiv, 01601, Ukraine

    Vladimir S. Koroliuk

  2. Faculty of Economics, Sapienza University of Rome, Via del Castro Laurenziano, 9, 00161, Rome, Italy

    Raimondo Manca

  3. Department of Pharmacy, University “G. d’Annunzio” of Chieti-Pescara, Via dei Vestini, 66013, Chieti, Italy

    Guglielmo D’Amico

Authors
  1. Vladimir S. Koroliuk
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  2. Raimondo Manca
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  3. Guglielmo D’Amico
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Corresponding author

Correspondence to Vladimir S. Koroliuk.

Additional information

Translated from Ukrains’kiĭ Matematychnyĭ Visnyk, Vol. 10, No. 3, pp. 333–342, July–August, 2013.

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Koroliuk, V.S., Manca, R. & D’Amico, G. Storage impulsive processes in the merging phase space. J Math Sci 196, 644–651 (2014). https://doi.org/10.1007/s10958-014-1682-9

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  • DOI: https://doi.org/10.1007/s10958-014-1682-9

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