In this paper we generalize existing results for the steady state distribution of growth collapse processes with independent exponential inter-collapse times to the case where they have a general distribution on the positive real line having a finite mean. In order to compute the moments of the stationary distribution, no further assumptions are needed. However, in order to compute the stationary distribution, the price that we are required to pay is the restriction of the collapse ratio distribution from a general one concentrated on the unit interval to minus-log-phase-type distributions. A random variable has such a distribution if the negative of its natural logarithm has a phase type distribution. Thus, this family of distributions is dense in the family of all distributions concentrated on the unit interval. The approach is to first study a certain Markov modulated shot-noise process from which the steady state distribution for the related growth collapse model can be inferred via level crossing arguments.
|Plaats van productie||Eindhoven|
|Status||Gepubliceerd - 2010|
|ISSN van geprinte versie||1389-2355|