, order to apply it, one however needs to verify the following points 1. that a n =, p.25
, Another aspect in [GR07] is another optimization problem that involves how to optimally send packets of fluid data to two queues that satisfy Equation (3.2). To conclude this section, we will present how Theorem 15 translates to a risk theory framework. Let a = {a n , n ? } and {N t (a), t ? 0} be defined as before, and consider the following risk process 1. We have exhibited a martingale related to M n (u) which is different from Biggin's martingale. By standard positive martingale and bounded submartingale theory, underline that Q t (a) only depends on
, For the moment, we are trying to find how to obtain some expression of its expectation E(M ? (u)) by the standard method of conditioning with respect to the state of the branching random walk at generation n = 1, We are trying to give some characteristic on M ? (u)
, Two kinds of sets Ë have been studied in the above points
, In the case Ë = Ì, distribution ov the V n 's may be assumed constant
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