Traffic generated by a semi-Markov additive process

DOI10.1017/S0269964810000227MaRDI QIDQ5392601zbMATH OpenOpenAlexFDO

Authors J. G. Blom, M. R. H. Mandjes

Publication date 13 April 2011

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964810000227

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

Recommendations

• Exact distributions for reward functions on semi-Markov and Markov additive processes
• scientific article; zbMATH DE number 879780
• Publication:3492539
• Traffic processes in a class of finite Markovian queues
• scientific article; zbMATH DE number 3942675

Cites work

• An intermittent fluid system with exponential on-times and semi-Markov input rates
• scientific article; zbMATH DE number 1102528 (Why is no real title available?)
• Numerical Inversion of Laplace Transforms of Probability Distributions
• NUMERICAL TRANSFORM INVERSION USING GAUSSIAN QUADRATURE
• Option Pricing With Markov-Modulated Dynamics
• Russian and American put options under exponential phase-type Lévy models.
• Superimposed renewal processes and storage with gradual input

Cited in

(1)

• Occupation times of alternating renewal processes with Lévy applications

This page was built for publication: Traffic generated by a semi-Markov additive process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5392601)