In this paper we introduce a storage process with singular continuous input. The input process is defined as the local time of a stationary reflecting Brownian motion with drift. Many basic charateristics of the process are computed explicitly, e.g., stationary distribution, distributions of the starting and ending time of on-going busy and idle periods. We also consider the multifractal spectrum of the input process and observe that it is independent of system parameters.
|Pages (from-to)||557 - 577|
|Number of pages||21|
|Publication status||Published - 2004|
|MoE publication type||A1 Journal article-refereed|
- data storage