On modulated random measures

Jewgeni H. Dshalalow

International Journal of Stochastic Analysis, 1991, vol. 4, 1-8

Abstract:

In this paper the author introduces the notion of a modulated marked random measure, Z ξ , on the class of locally compact and σ -compact spaces with countable bases. As special cases, are marked processes modulated by ξ are considered where ξ is a semi-Markov or semi-regenerative process. For either case, the intensities k = lim t → ∞ 1 t E [ Z ξ ( [ 0 , t ] ) ] are evaluated in terms of parameters of ξ . Examples and applications to inventories, queueing processes and economics are discussed.

Date: 1991
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:435782

DOI: 10.1155/S1048953391000230

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