On some tractable growth-collapse processes with renewal collapse epochs

DOI10.1239/JAP/1318940467MaRDI QIDQ3094487zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

shot noise processMarkov modulatedcollapse epochgrowth collapse

Mathematics Subject Classification ID

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

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(12)

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• On non-singular Markov renewal processes with an application to a growth–catastrophe model
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• Fractional moments of solutions to stochastic recurrence equations
• Shot-noise queueing models
• Moments of Markovian growth–collapse processes
• International reserve management: a drift-switching reflected jump-diffusion model
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• A Markov-modulated growth collapse model
• Peer-to-peer lending: a growth-collapse model and its steady-state analysis

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