Equilibrium behavior of a stochastic system with secondary input

1 March 1971

journal article
research article
Published by Cambridge University Press (CUP) in Journal of Applied Probability

Vol. 8 (02) , 252-260
https://doi.org/10.1017/s0021900200035269

Abstract

Summary Equilibrium behavior of a stochastic system with two types of input of different statistical nature and with linear continuous output is investigated. The results have applications in queueing theory, storage theory and insurance-risk theory.

Keywords

STOCHASTIC SYSTEM
EQUILIBRIUM BEHAVIOR
SUMMARY EQUILIBRIUM
LINEAR CONTINUOUS
INSURANCE RISK
CONTINUOUS OUTPUT
RISK THEORY
DIFFERENT STATISTICAL

This publication has 2 references indexed in Scilit:

On the distribution of queueing times
Mathematical Proceedings of the Cambridge Philosophical Society, 1953
The theory of queues with a single server
Mathematical Proceedings of the Cambridge Philosophical Society, 1952