Singularities of the matrix exponent of a Markov additive process with one-sided jumps (Q988682)
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English | Singularities of the matrix exponent of a Markov additive process with one-sided jumps |
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Singularities of the matrix exponent of a Markov additive process with one-sided jumps (English)
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18 August 2010
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Markov additive processes
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Lévy processes
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queueing theory
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Markov modulation
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first passage
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roots of Cramér-Lundberg equation
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argument principle
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