scientific article; zbMATH DE number 4128189

zbMATH Open0688.60055MaRDI QIDQ4207449FDOQ4207449

Authors: Søren Asmussen 

Publication date: 1989

Title of this publication is not available (Why is that?)

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zbMATH Keywords

queueing theoryMarkov chainsspectral propertiesladder-height distributionsprobabilistic version of the Wiener-Hopf factorisation

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Sums of independent random variables; random walks (60G50)

Cited In (19)

• On the dual relationship between Markov chains of GI/M/1 and M/G/1 type
• Ladder heights and the Markov-modulated M/G/1 queue
• A new look at `Markovian' Wiener-Hopf theory
• Large deviations results for subexponential tails, with applications to insurance risk
• Factorization identities for reflected processes, with applications
• A note on Wiener-Hopf factorization for Markov additive processes
• Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients
• Title not available (Why is that?)
• Further results for semiregenerative phenomena
• Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift
• Uniform Markov renewal theory and ruin probabilities in Markov random walks.
• Local asymptotics of a Markov modulated random walk with heavy-tailed increments
• Quasistochastic matrices and Markov renewal theory
• Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains
• On the identification of Wiener-Hopf factors
• Fluctuation theory for Markov random walks
• \(LU\)-factorization versus Wiener-Hopf factorization for Markov chains
• Ladder epochs and ladder chain of a Markov random walk with discrete driving chain
• On duality and the Spitzer-Pollaczek factorization for random walks

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