Yaglom limit for stochastic fluid models

DOI10.1017/apr.2020.71OpenAlexW3207626460MaRDI QIDQ5156800

Zbigniew Palmowski, Małgorzata M. O'Reilly, Nigel G. Bean

Publication date: 12 October 2021

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

Full work available at URL: https://arxiv.org/abs/1908.10827

zbMATH Keywords

Laplace-Stieltjes transformMarkov chainlimiting conditional distributionstochastic fluid modelYaglom limit

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Graph theory (including graph drawing) in computer science (68R10) Computer graphics; computational geometry (digital and algorithmic aspects) (68U05)

Related Items (1)

Yaglom limit for unimodal Lévy processes

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