Factorization Identities for Reflected Processes, with Applications
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Publication:2854072
DOI10.1239/jap/1378401227zbMath1284.60161arXiv1302.2508OpenAlexW2086431207MaRDI QIDQ2854072
Johan S. H. van Leeuwaarden, Brian H. Fralix, Onno J. Boxma
Publication date: 17 October 2013
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.2508
Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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