Document Type
Article
Publication Title
Journal of Applied Mathematics and Stochastic Analysis
Abstract
In this paper the author introduces the notion of a modulated marked random measure, Zξ 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=limt→∞1tE[Zξ([0,t])] are evaluated in terms of parameters of ξ. Examples and applications to inventories, queueing processes and economics are discussed.
First Page
305
Last Page
312
DOI
10.1155/S1048953391000230
Publication Date
1991
Recommended Citation
Jewgeni H. Dshalalow. On modulated random measures. Journal of Applied Mathematics and Stochastic Analysis, vol. 4, no. 4, pp. 305-312, 1991. doi:10.1155/S1048953391000230