On the Asymptotic Behavior of the Storage Process Fed by a Markov Modulated Brownian Motion  

作　　者：Xiao-yu Xing Xue-qiang Wang 

机构地区：[1]School of Mathematical Sciences and LPMC, Nankai University, Tianjin 300071, China

出　　处：《Acta Mathematicae Applicatae Sinica》2008年第1期75-84,共10页应用数学学报（英文版）

基　　金：the National Natural Science Foundation of China (No. 10131040).

摘　　要：Consider a storage model fed by a Markov modulated Brownian motion. We prove that the stationary distribution of the model exits and that the running maximum of the storage process over the interval [0, t] grows asymptotically like log t as t→∞.

关 键 词：Markov modulated Brownian motion stationary distribution 

分 类 号：O211.62[理学—概率论与数理统计]