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@inproceedings{TAKIS1998OnTD, title={On the dynamics and performance of stochastic fluid systems}, author={K TAKIS}, year={1998} }

- Published 1998

A (generalized) stochastic fluid system Q is defined as the one-dimensional Skorokhod reflection of a finite variation process X (with possibly discontinuous paths). We write X as the (not necessarily minimal) difference of two positive measures, A, B, and prove an alternative “integral representation” for Q. This representation forms the basis for deriving a “Little’s law” for an appropriately constructed stationary version of Q. For the special case where B is the Lebesgue measure, a… CONTINUE READING

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