Symmetric Wiener-Hopf factorisations in Markov additive processes

DOI10.1007/BF00533480zbMATH Open0244.60056MaRDI QIDQ5656182FDOQ5656182

Terence P. Speed, Elja Arjas

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)

Cites Work

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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
• Markov additive friendships
• Title not available (Why is that?)
• Tail Asymptotics of the Stationary Distribution of a Two-Dimensional Reflecting Random Walk with Unbounded Upward Jumps
• 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.
• Ladder epochs and ladder chain of a Markov random walk with discrete driving chain
• Conditioned real self-similar Markov processes
• On duality and the Spitzer-Pollaczek factorization for random walks

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