Our attention in this chapter turns to MMBMs with one (or two) regulated boundary. This gives us the opportunity to show the importance of the matrix R for the analysis of the stationary distribution when \(\boldsymbol \pi ^{\mathrm {T}} \boldsymbol \mu < 0\) . In Sect. 5.1, there is one regulated boundary so that the level is forced to remain positive, and in Sect. 5.2, the level is forced to remain in a finite interval \([0, b]\) . In Sect. 5.3, level 0 is a reactive boundary such that the controlling phase process changes instantaneously when the level returns to 0. Finally, we give in Sect. 5.4 a model for which level 0 is a sticky boundary.

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Regulated Processes

  • Guy Latouche

摘要

Our attention in this chapter turns to MMBMs with one (or two) regulated boundary. This gives us the opportunity to show the importance of the matrix R for the analysis of the stationary distribution when \(\boldsymbol \pi ^{\mathrm {T}} \boldsymbol \mu < 0\) . In Sect. 5.1, there is one regulated boundary so that the level is forced to remain positive, and in Sect. 5.2, the level is forced to remain in a finite interval \([0, b]\) . In Sect. 5.3, level 0 is a reactive boundary such that the controlling phase process changes instantaneously when the level returns to 0. Finally, we give in Sect. 5.4 a model for which level 0 is a sticky boundary.