THE RUNNING MAXIMUM OF A LEVEL-DEPENDENT QUASI-BIRTH-DEATH PROCESS

DOI10.1017/S026996481500039XzbMath1370.60128WikidataQ58645398 ScholiaQ58645398MaRDI QIDQ5358075

M. R. H. Mandjes, Peter G. Taylor

Publication date: 19 September 2017

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (2)

On the study of the running maximum and minimum level of level-dependent quasi-birth–death processes and related models ⋮ A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process

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