Shot noise generated by a semi-Markov process

DOI10.2307/3212790zbMATH Open0283.60100OpenAlexW4246926498MaRDI QIDQ4769764FDOQ4769764

Woollcott K. Smith

Publication date: 1973

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

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/2844

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

Cited In (4)

• Shot-Noise Processes in Finance
• Poisson bounds for moments of shot noise processes
• Moments in infinite channel queues
• Stationary queuing systems with dependencies

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