The unified form of Pollaczek--Khinchine formula for L\'evy processes with matrix-exponential negative jumps

zbMath1289.60089arXiv1310.7125MaRDI QIDQ5745951

Ye. Karnaukh, Dmytro Gusak

Publication date: 17 February 2014

Full work available at URL: https://arxiv.org/abs/1310.7125

zbMATH Keywords

Lévy processPollaczek-Khinchine formulamatrix-exponential negative 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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