Abstract
In this paper we introduce a storage process with singular continuous input. The input process is defined as the local time of a stationary reflecting Brownian motion with drift. Many basic charateristics of the process are computed explicitly, e.g., stationary distribution, distributions of the starting and ending time of on-going busy and idle periods. We also consider the multifractal spectrum of the input process and observe that it is independent of system parameters.
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Mannersalo, P., Norros, I. & Salminen, P. A Storage Process with Local Time Input. Queueing Systems 46, 557–577 (2004). https://doi.org/10.1023/B:QUES.0000027999.33013.38
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DOI: https://doi.org/10.1023/B:QUES.0000027999.33013.38