A continuous-time Markov chain under the influence of a regulating point process and applications in stochastic models with catastrophes

DOI10.1016/S0377-2217(02)00465-4zbMath1030.60069MaRDI QIDQ1399606

Demetrios Fakinos, Antonis Economou

Publication date: 30 July 2003

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

stochastic processesstationary distributionrenewal processcatastrophestransient distributionqueueing processcontinuous time Markov chainregulating point process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on discrete state spaces (60J27)

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