Langevin Equations with Poisson Perturbances.

Abstract

Let z(t) epsilon R(n) 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 x(t)=Ax(t)+dz(t) are investigated. Using these results, the distribution of virtual waiting time in a queueing system with variable service speed is studied. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jan 21, 1981
Accession Number
ADA099286

Entities

People

  • Oleg K. Zakusilo

Organizations

  • University of California, Berkeley

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Continuity
  • Convergence
  • Differential Equations
  • Eigenvalues
  • Equations
  • Integrals
  • Mathematics
  • Normal Distribution
  • Probability
  • Radioactive Decay
  • Random Variables
  • Sequences
  • Stationary
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Statistical inference.
  • Wave Propagation and Nonlinear Chaotic Dynamics.