A Skorokhod map on measure-valued paths with applications to priority queues
A Skorokhod map on measure-valued paths with applications to priority queues
The Skorokhod map on the half-line has proved to be a useful tool for studying processes with nonnegativity constraints. In this work, we introduce a measure-valued analog of this map that transforms each element $\zeta$ of a certain class of càdlàg paths that take values in the space of signed …