Transient analysis of an affine queue-Hawkes process
From MaRDI portal
Publication:2060556
DOI10.1016/J.ORL.2021.04.001OpenAlexW3154218352MaRDI QIDQ2060556
Publication date: 13 December 2021
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2021.04.001
Probability theory and stochastic processes (60-XX) Operations research, mathematical programming (90-XX)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Transient analysis of the Erlang A model
- Transient solution of the \(M/M/c\) queue with balking and reneging
- Transient behavior of the M/M/1 queue: Starting at the origin
- The busy period of an \(\mathrm{M}/\mathrm{M}/1\) queue with balking and reneging
- Computing transient performance measures for the \(M/M/1\) queue
- Transient analysis of a Markovian queue with deterministic rejection
- Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
- Large deviations in a population dynamics with catastrophes
- Numerical methods for Laplace transform inversion
- Affine Point Processes and Portfolio Credit Risk
- Transient solution to the many-server Poisson queue: a simple approach
- The Transient Behavior of the M/M/s Queue, with Implications for Steady-State Simulation
- Birth, immigration and catastrophe processes
- Infinite-server queues with Hawkes input
- Queues Driven by Hawkes Processes
- LINEAR BIRTH/IMMIGRATION-DEATH PROCESS WITH BINOMIAL CATASTROPHES
- Spectra of some self-exciting and mutually exciting point processes
- Spectral theory for the differential equations of simple birth and death processes
This page was built for publication: Transient analysis of an affine queue-Hawkes process