First-passage times in skip-free processes

DOI10.1016/0304-4149(78)90017-0zbMath0387.60080OpenAlexW2000346479MaRDI QIDQ1250489

Richard L. Tweedie, Mark Westcott

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90017-0

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Queueing theory (aspects of probability theory) (60K25) Special processes (60K99)

Related Items (2)

A self-correcting point process ⋮ A bound for the expected hitting time of storage processes

Cites Work

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• Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
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• Regenerative stochastic processes
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• Techniques for establishing ergodic and recurrence properties of continuous-valued markov chains
• A finite dam with exponential release
• A queue with waiting time dependent service times

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