
Accession Number : AD0742347
Title : A Local Time for a Storage Process.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH
Personal Author(s) : Cinlar,Erhan
Report Date : APR 1972
Pagination or Media Count : 57
Abstract : A storage system subject to a general release rule and an additive input process is considered. If (X sub t) is the content at time t, then the set X = X sub t; t> or = 0) is a standard Markov process, and the concern is the local time at x = 0 of this process X. Depending on the parameters of the system, namely the release rule and the Levy measure of the input process, there are four cases possible. In terms of the set E = (t : X sub t = 0), these are as follows: E is the union of countably many isolated points; E is the union of countably many disjoint intervals; E is a Cantor set (a perfect set with an empty interior) with positive Lebesgue measure; E is a Cantor set with Lebesgue measure zero. The last is the most interesting case, and the construction of the local time then is the main result. Local times in other cases are also considered along with time inverses and hitting times. (Author)
Descriptors : (*STOCHASTIC PROCESSES, MEASURE THEORY), SET THEORY, DISTRIBUTION FUNCTIONS, EXPONENTIAL FUNCTIONS, INEQUALITIES, FUNCTIONAL ANALYSIS, GROUPS(MATHEMATICS), THEOREMS
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE