Shot noise generated by a semi-Markov process

DOI10.2307/3212790MaRDI QIDQ4769764zbMATH OpenOpenAlexFDO

Authors 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)

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

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