Pages that link to "Item:Q539512"
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The following pages link to Extremes of Markov-additive processes with one-sided jumps, with queueing applications (Q539512):
Displaying 15 items.
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- A note on Wiener-Hopf factorization for Markov additive processes (Q457101) (← links)
- First passage of time-reversible spectrally negative Markov additive processes (Q969502) (← links)
- Singularities of the matrix exponent of a Markov additive process with one-sided jumps (Q988682) (← links)
- On a generic class of two-node queueing systems (Q1007152) (← links)
- The correlation function of a queue with Lévy and Markov additive input (Q2301495) (← links)
- Splitting and time reversal for Markov additive processes (Q2360247) (← links)
- First Passage of a Markov Additive Process and Generalized Jordan Chains (Q3067845) (← links)
- A factorization of a Lévy process over a phase-type horizon (Q4634188) (← links)
- Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← links)
- Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain (Q5046018) (← links)
- A ruin model with a resampled environment (Q5117676) (← links)
- Potential measures of one-sided Markov additive processes with reflecting and terminating barriers (Q5176526) (← links)
- Exit times for a discrete Markov additive process (Q6556236) (← links)
- Cramér–Lundberg asymptotics for spectrally positive Markov additive processes (Q6587493) (← links)
