Journal of Applied Mathematics and Stochastic Analysis 
Volume 4 (1991), Issue 4, Pages 305-312
doi:10.1155/S1048953391000230

On modulated random measures

Jewgeni H. Dshalalow

Department of Applied Mathematics, Florida Institute of Technolooy, Melbourne 32901, FL, USA

Received 1 March 1991; Revised 1 August 1991

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=limt1tE[Zξ([0,t])] are evaluated in terms of parameters of ξ. Examples and applications to inventories, queueing processes and economics are discussed.