Stochastic fluid models with upward jumps and phase transitions

DOI10.1007/s11009-023-09982-5zbMath1527.60056OpenAlexW4318618288MaRDI QIDQ6164834

Itidel Abdallah, Hédi Nabli

Publication date: 4 July 2023

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-023-09982-5

zbMATH Keywords

Markov processstationary distributionstochastic fluid modelconditioning of matrices

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Eigenvalues, singular values, and eigenvectors (15A18) Conditioning of matrices (15A12)

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