Moments and polynomial expansions in discrete matrix-analytic models

DOI10.1016/J.SPA.2021.12.002MaRDI QIDQ2145823zbMATH OpenOpenAlexFDO

Authors Mogens Bladt, Søren Asmussen

Publication date 20 June 2022

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

Full work available at URL https://doi.org/10.1016/j.spa.2021.12.002

zbMATH Keywords

Richardson extrapolationmatrix exponentialsWiener-Hopf factorizationfactorial momentsBMAPerlangization

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cited in

(2)

• Limit equations of adaptive Erlangization and their application to environmental management
• Moment characterization of matrix exponential and Markovian arrival processes

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