Some exponential type bounds for hitting time distributions of storage processes
- 1 February 1985
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 19 (1) , 101-109
- https://doi.org/10.1016/0304-4149(85)90042-0
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- A bound for the expected hitting time of storage processesStochastic Processes and their Applications, 1983
- Hitting-time and occupation-time bounds implied by drift analysis with applicationsAdvances in Applied Probability, 1982
- Some martingales associated with queueing and storage processesProbability Theory and Related Fields, 1981
- A stochastic integral in storage theoryProbability Theory and Related Fields, 1971