On hitting times for compound Poisson dams with exponential jumps and linear release rate
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Publication:2774457
DOI10.1239/jap/1005091042zbMath0994.60092MaRDI QIDQ2774457
Publication date: 7 October 2002
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1005091042
Laplace transform; optional stopping; linear release rate; Kummer's equation; exponential jumps; compound Poisson dam
60G10: Stationary stochastic processes
60J25: Continuous-time Markov processes on general state spaces
60K15: Markov renewal processes, semi-Markov processes
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
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