First excess levels of vector processes

DOI10.1155/S1048953394000365zbMath0812.60077MaRDI QIDQ1344660

Jewgeni H. Dshalalow

Publication date: 14 May 1995

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/47149

zbMATH Keywords

fluctuationsstochastic modelsfirst-passage timetermination indexfirst excess level

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov renewal processes, semi-Markov processes (60K15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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