A note on fluctuation theory of spectrally negative MAP

zbMATH Open1313.60086MaRDI QIDQ5497682FDOQ5497682

Yongsong Qin, Shengda Tang, Chaoquan Zang

Publication date: 11 February 2015

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zbMATH Keywords

approximation algorithmfluctuation theoryErlangization methodspectrally negative MAP

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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