Langevin Equations with Poisson Perturbances.
CALIFORNIA UNIV BERKELEY STATISTICAL LAB
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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
- Statistics and Probability