First-passage times in skip-free processes

DOI10.1016/0304-4149(78)90017-0MaRDI QIDQ1250489zbMATH OpenOpenAlexFDO

Authors R. L. Tweedie, Mark Westcott

Publication date 1978

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(78)90017-0

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Queueing theory (aspects of probability theory) (60K25) Special processes (60K99)

Cites work

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• Regenerative stochastic processes
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• Techniques for establishing ergodic and recurrence properties of continuous-valued markov chains

Cited in

(2)

• A self-correcting point process
• A bound for the expected hitting time of storage processes

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