Extremes of Markov-additive processes with one-sided jumps, with queueing applications
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Publication:539512
DOI10.1007/s11009-009-9140-8zbMath1218.60077OpenAlexW2149004651MaRDI QIDQ539512
A. B. Dieker, M. R. H. Mandjes
Publication date: 30 May 2011
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-009-9140-8
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Inventory, storage, reservoirs (90B05) Markov renewal processes, semi-Markov processes (60K15)
Related Items (13)
Splitting and time reversal for Markov additive processes ⋮ Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain ⋮ A ruin model with a resampled environment ⋮ Occupation densities in solving exit problems for Markov additive processes and their reflections ⋮ A note on Wiener-Hopf factorization for Markov additive processes ⋮ A factorization of a Lévy process over a phase-type horizon ⋮ First passage of time-reversible spectrally negative Markov additive processes ⋮ Singularities of the matrix exponent of a Markov additive process with one-sided jumps ⋮ First Passage of a Markov Additive Process and Generalized Jordan Chains ⋮ On a generic class of two-node queueing systems ⋮ The correlation function of a queue with Lévy and Markov additive input ⋮ Potential measures of one-sided Markov additive processes with reflecting and terminating barriers ⋮ Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem
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