Diffusion Approximations for Storage Processes with General Release Rules
- 1 August 1984
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Mathematics of Operations Research
- Vol. 9 (3) , 459-470
- https://doi.org/10.1287/moor.9.3.459
Abstract
For a sequence of storage processes with general release rate functions which contain, as a special case, queueing processes, we show that under appropriate conditions suitably normalized storage processes converge to a Bessel process with negative drift in the sense of law.Keywords
This publication has 0 references indexed in Scilit: