Symmetric Wiener-Hopf factorisations in Markov additive processes

DOI10.1007/BF00533480MaRDI QIDQ5656182zbMATH OpenFDO

Authors Elja Arjas, Terence P. Speed

Publication date 1973

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35)

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Cited in

(16)

• Risk theory in a Markovian environment
• On the symmetric wiener-hopf factorization for markov additive processes
• Wiener-Hopf equations and their applications in probability theory
• A fluctuation theory for Markov chains
• An optimal stopping problem for spectrally negative Markov additive processes
• The stationary tail asymptotics in the GI/G/1-type queue with countably many background states
• A note on Wiener-Hopf factorization for Markov additive processes
• scientific article; zbMATH DE number 6318801 (Why is no real title available?)
• Markov additive friendships
• Block-Structured Fluid Queues Driven by QBD Processes
• Persistence of sums of correlated increments and clustering in cellular automata
• Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes.
• Tail asymptotics of the stationary distribution of a two-dimensional reflecting random walk with unbounded upward jumps
• Conditioned real self-similar Markov processes
• On duality and the Spitzer-Pollaczek factorization for random walks
• Ladder epochs and ladder chain of a Markov random walk with discrete driving chain

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