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PROCESSES WITH RANDOM REGULATION

Published online by Cambridge University Press:  15 December 2006

David Stirzaker
David Stirzaker
Affiliation:
St John's College, Oxford, United Kingdom, E-mail: david.stirzaker@sjc.ox.ac.uk
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Abstract

We consider a class of stochastic models for systems subject to random regulation. We derive expressions for the distribution of the intervals between regulating instants and for the transient and equilibrium properties of the process. Some of these are evaluated explicitly for some models of interest.

Information

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 21 , Issue 1 , January 2007 , pp. 1 - 17
Copyright
© 2007 Cambridge University Press

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References

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