Moment inequalities for a class of stochastic systems

First moment inequalities are developed for the limiting behaviour of a class of stochastic systems, such as queues, storage or insurance-risk systems, subject to two types of input where the "primary" input is generated by a compound Poisson process and the "secondary" input by a cumulative renewal process.

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Year of publication:	1978
Authors:	Sahin, Izzet
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 7.1978, 2, p. 123-130
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874370