Accession Number:

ADA099286

Title:

Langevin Equations with Poisson Perturbances.

Descriptive Note:

Scientific rept.,

Corporate Author:

CALIFORNIA UNIV BERKELEY STATISTICAL LAB

Personal Author(s):

Report Date:

1981-01-21

Pagination or Media Count:

24.0

Abstract:

Let zt epsilon Rn be a generalized Poisson process with parameter delta. In the present paper, the conditions of existence and limiting behavior as delta approaches infinity or as delta approaches 0 of the stationary distribution of the solution of Langevin equation d sub xtAxtdzt are investigated. Using these results, the distribution of virtual waiting time in a queueing system with variable service speed is studied. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE