On some tractable growth-collapse processes with renewal collapse epochs

DOI10.1239/JAP/1318940467zbMATH Open1235.60117OpenAlexW1978049371MaRDI QIDQ3094487FDOQ3094487

Authors: Offer Kella, Onno Boxma, David Perry 

Publication date: 25 October 2011

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1318940467

Recommendations

• On Growth-Collapse Processes with Stationary Structure and Their Shot-Noise Counterparts
• A Markovian growth-collapse model
• A Markov-modulated growth collapse model
• Stationary processes with piecewise monotonous trajectories
• Moments of Markovian growth–collapse processes

zbMATH Keywords

shot noise processMarkov modulatedcollapse epochgrowth collapse

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Renewal theory (60K05)

Cited In (12)

• Stochastic stability of some state-dependent growth-collapse processes
• On decay–surge population models
• On non-singular Markov renewal processes with an application to a growth–catastrophe model
• Matrix calculations for moments of Markov processes
• Fractional moments of solutions to stochastic recurrence equations
• Moments of Markovian growth–collapse processes
• International reserve management: a drift-switching reflected jump-diffusion model
• Shot-noise queueing models
• Hitting times and the running maximum of Markovian growth-collapse processes
• A Markov-modulated growth collapse model
• On Growth-Collapse Processes with Stationary Structure and Their Shot-Noise Counterparts
• Peer-to-peer lending: a growth-collapse model and its steady-state analysis

This page was built for publication: On some tractable growth-collapse processes with renewal collapse epochs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3094487)