An ephemerally self-exciting point process
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Publication:5084789
DOI10.1017/apr.2021.35zbMath1490.60121arXiv1811.04282OpenAlexW3014934899MaRDI QIDQ5084789
Publication date: 28 June 2022
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.04282
Queueing theory (aspects of probability theory) (60K25) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Jump processes on discrete state spaces (60J74)
Related Items (2)
Matrix calculations for moments of Markov processes ⋮ A transient symmetry analysis for the \(M/M/1/k\) queue
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