On some tractable growth-collapse processes with renewal collapse epochs

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

David Perry, Offer Kella, Onno Boxma

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)

Cited In (8)

• INTERNATIONAL RESERVE MANAGEMENT: A DRIFT‐SWITCHING REFLECTED JUMP‐DIFFUSION MODEL
• Fractional Moments of Solutions to Stochastic Recurrence Equations
• 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
• Moments of Markovian growth–collapse processes
• Shot-noise queueing models
• Peer-to-peer lending: a growth-collapse model and its steady-state analysis

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