First Passage of a Markov Additive Process and Generalized Jordan Chains

DOI10.1239/jap/1294170518zbMath1213.60144arXiv1006.2965OpenAlexW2090738350MaRDI QIDQ3067845

Offer Kella, Jevgenijs Ivanovs, Bernardo D'auria, M. R. H. Mandjes

Publication date: 13 January 2011

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.2965

zbMATH Keywords

Lévy processfluctuation theoryMarkov additive process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Processes in random environments (60K37)

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