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 processes; stationary distribution; renewal process; catastrophes; transient distribution; queueing process; continuous time Markov chain; regulating point process

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

60J27: Continuous-time Markov processes on discrete state spaces

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