Factorization Identities for Reflected Processes, with Applications (Q2854072): Difference between revisions

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+Transient behavior of regulated Brownian motion, II: Non-zero initial conditions
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+Transient behavior of the M/M/1 queue: Starting at the origin
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+Transient behavior of the <i>M/M/</i>1 queue via Laplace transforms
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+Numerical Inversion of Laplace Transforms of Probability Distributions
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+Calculating transient characteristics of the erlang loss model by numerical transform inversion
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+Applied Probability and Queues
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+Lévy processes with adaptable exponent
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+Fluctuation theory in continuous time
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+Markov Chains
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+An Introduction to the Theory of Point Processes
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+An Introduction to the Theory of Point Processes
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+The First Passage Problem for a Continuous Markov Process
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+On the infimum attained by a reflected Lévy process
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+The formal theory of birth-and-death processes, lattice path combinatorics and continued fractions
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+On the time-dependent moments of Markovian queues with reneging
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+A new look at transient versions of Little's law, and M/G/1 preemptive last-come-first-served queues
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+Fluctuation identities for lévy processes and splitting at the maximum
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+On the First Passage Time Across a Given Level for Processes with Independent Increments
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+Transient analysis of reflected Lévy processes
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+Analytic Proof of Pecherskii–Rogozin Identity and Wiener–Hopf Factorization
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+The moments of the \(M\)/\(M\)/\(s\) queue length process
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+A path decomposition for Markov processes
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+Time-Dependent Solution of the Many-Server Poisson Queue
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