TRAFFIC GENERATED BY A SEMI-MARKOV ADDITIVE PROCESS

DOI10.1017/S0269964810000227zbMath1213.60139OpenAlexW2152249990MaRDI QIDQ5392601

Joke G. Blom, M. R. H. Mandjes

Publication date: 13 April 2011

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

Full work available at URL: https://doi.org/10.1017/s0269964810000227

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

Related Items (1)

Occupation times of alternating renewal processes with Lévy applications

Cites Work

• Unnamed Item
• Superimposed renewal processes and storage with gradual input
• Russian and American put options under exponential phase-type Lévy models.
• AN INTERMITTENT FLUID SYSTEM WITH EXPONENTIAL ON-TIMES AND SEMI-MARKOV INPUT RATES
• Option Pricing With Markov-Modulated Dynamics
• Numerical Inversion of Laplace Transforms of Probability Distributions
• NUMERICAL TRANSFORM INVERSION USING GAUSSIAN QUADRATURE

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