Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes

DOI10.1017/JPR.2022.27MaRDI QIDQ5880987zbMATH OpenOpenAlexFDO

Authors Remco van der Hofstad, Stella Kapodistria, Zbigniew Palmowski, V. Shneer

Publication date 9 March 2023

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.00438

zbMATH Keywords

additive-increase and multiplicative-decrease processAIMD algorithmexit timesfirst passage timesfirst-step analysisgrowth-collapse processLaplace-Stieltjes transformqueueing processstorage

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cited in

(5)

• Exit times for a discrete Markov additive process
• First-passage properties of the jump process with a drift. Two exactly solvable cases
• Partial versus total resetting for Lévy flights in d dimensions: similarities and discrepancies
• Random walks with stochastic resetting in complex networks: a discrete-time approach
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