Hitting Times and the Running Maximum of Markovian Growth-Collapse Processes

DOI10.1239/JAP/1308662628zbMath1229.60104OpenAlexW2803284181MaRDI QIDQ3014974

Andreas Löpker, Wolfgang Stadje

Publication date: 8 July 2011

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1308662628

zbMATH Keywords

asymptotic behaviorregular variationergodicityhitting timerunning maximumpiecewise deterministic Markov processextended generatorgrowth-collapse processseparable jump measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (4)

Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes ⋮ On the overflow time of a fluid model ⋮ Piecewise linear process with renewal starting points ⋮ A GENERALIZED MEMORYLESS PROPERTY

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