Laplace transform inversion and passage-time distributions in Markov processes

DOI10.2307/3214596zbMath0704.60094OpenAlexW2141841057MaRDI QIDQ3484147

Peter G. Harrison

Publication date: 1990

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

Full work available at URL: https://doi.org/10.2307/3214596

zbMATH Keywords

response timerecurrence relationqueueing networkscycle timeMarkovian queueing networksErlang densitiesLaplace transforms of exponential distributionspassage times in a Markov processtime delay density

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (7)

On the density for sums of independent exponential, Erlang and gamma variates ⋮ Discrete random bounds for general random variables and applications to reliability ⋮ Classes of probability density functions having Laplace transforms with negative zeros and poles ⋮ Chernoff's density is log-concave ⋮ The Fourier-series method for inverting transforms of probability distributions ⋮ On the density for sums of independent Mittag-Leffler variates with common order ⋮ On the (S – 1, S) Stock Model for Renewal Demand Processes: Poisson's poison

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