A Sample-Path Condition for the Asymptotic Uniform Distribution of Clearing Processes

Author: El-Taha M.

Source: Optimization, Volume 51, Number 6, 1 January 2002 , pp. 965-975(11)

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Abstract:

In this note we show that the asymptotic time-average distribution of a functional of cumulative input process associated with an imbedded point process follows as asymptotic uniform distribution almost surely under a mild regulatory sample-path condition. Examples from stochastic clearing processes, inventory systems and renewal theory are provided.

Keywords: Asymptotic uniform distribution; Stochastic clearing process; Sample-path analysis; Inventory systems; Renewal theory

Document Type: Research article

Affiliations: 1: Department of Mathematics and Statistics, University of Southern Maine, 96 Falmouth Street, Portland, ME 04104-9300, USA

Publication date: 2002-01-01