Distribution of some functionals for a L\'evy process with matrix-exponential jumps of the same sign

zbMath1313.60085arXiv1412.2353MaRDI QIDQ2933265

É. V. Karnaukh

Publication date: 10 December 2014

Full work available at URL: https://arxiv.org/abs/1412.2353

zbMATH Keywords

Lévy processsojourn timeladder processovershootextremamatrix-exponential jumps

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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