Hitting Times and the Running Maximum of Markovian Growth-Collapse Processes
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Publication:3014974
DOI10.1239/jap/1308662628zbMath1229.60104MaRDI QIDQ3014974
Andreas Löpker, Wolfgang Stadje
Publication date: 8 July 2011
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1308662628
asymptotic behavior; regular variation; ergodicity; hitting time; running maximum; piecewise deterministic Markov process; extended generator; growth-collapse process; separable jump measure
60F05: Central limit and other weak theorems
60J25: Continuous-time Markov processes on general state spaces
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
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