scientific article; zbMATH DE number 4128189

MaRDI QIDQ4207449zbMATH OpenFDO

Authors Søren Asmussen

Publication date 1989

zbMATH Keywords

ladder-height distributionsMarkov chainsprobabilistic version of the Wiener-Hopf factorisationqueueing theoryspectral properties

Mathematics Subject Classification ID

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

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Cited in

(22)

• Further results for semiregenerative phenomena
• On the identification of Wiener-Hopf factors
• Large deviations results for subexponential tails, with applications to insurance risk
• Fluctuation theory for Markov random walks
• On duality and the Spitzer-Pollaczek factorization for random walks
• Uniform Markov renewal theory and ruin probabilities in Markov random walks.
• Factorization identities for reflected processes, with applications
• Probabilistic factorization of a quadratic matrix polynomial
• A new look at `Markovian' Wiener-Hopf theory
• On the dual relationship between Markov chains of GI/M/1 and M/G/1 type
• LU-factorization versus Wiener-Hopf factorization for Markov chains
• Wiener – hopf factorization revisited and some applications
• A note on Wiener-Hopf factorization for Markov additive processes
• scientific article; zbMATH DE number 879785 (Why is no real title available?)
• Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains
• scientific article; zbMATH DE number 6318801 (Why is no real title available?)
• Ladder epochs and ladder chain of a Markov random walk with discrete driving chain
• Quasistochastic matrices and Markov renewal theory
• Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift
• Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients
• Local asymptotics of a Markov modulated random walk with heavy-tailed increments
• Ladder heights and the Markov-modulated M/G/1 queue

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