Moments and polynomial expansions in discrete matrix-analytic models

DOI10.1016/J.SPA.2021.12.002zbMATH Open1489.60027OpenAlexW4200626918MaRDI QIDQ2145823FDOQ2145823

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

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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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