First Passage of a Markov Additive Process and Generalized Jordan Chains
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Publication:3067845
DOI10.1239/jap/1294170518zbMath1213.60144arXiv1006.2965MaRDI QIDQ3067845
Offer Kella, Jevgenijs Ivanovs, Bernardo D'auria, M. R. H. Mandjes
Publication date: 13 January 2011
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1006.2965
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