On a piece-wise deterministic Markov pro
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K. Borovkov; A. Novikov
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Article
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2001
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Elsevier Science
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English
β 101 KB
We study a piece-wise deterministic Markov process having jumps of i.i.d. sizes with a constant intensity and decaying at a constant rate (a special case of a storage process with a general release rule). Necessary and su cient conditions for the process to be ergodic are found, its stationary distr