Laplace transform inversion and passage-time distributions in Markov processes

DOI10.2307/3214596zbMATH Open0704.60094OpenAlexW2141841057MaRDI QIDQ3484147FDOQ3484147

Authors: Peter G. Harrison 

Publication date: 1990

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

Full work available at URL: https://doi.org/10.2307/3214596

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zbMATH Keywords

response timerecurrence relationqueueing networkscycle timeMarkovian queueing networksErlang densitiesLaplace transforms of exponential distributionspassage times in a Markov processtime delay density

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cited In (8)

• Chernoff's density is log-concave
• Classes of probability density functions having Laplace transforms with negative zeros and poles
• On the density for sums of independent exponential, Erlang and gamma variates
• Determination of Laplace transforms for distribution of the first passage of zero level of the semi-Markov random process
• On the density for sums of independent Mittag-Leffler variates with common order
• Discrete random bounds for general random variables and applications to reliability
• The Fourier-series method for inverting transforms of probability distributions
• On the (S – 1, S) Stock Model for Renewal Demand Processes: Poisson's poison

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