First-exit times for compound poisson processes for some types of positive and negative jumps-Reference-Cited by-同舟云学术

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First-exit times for compound poisson processes for some types of positive and negative jumps

Published:2002-03-18 Issue:1 Volume:18 Page:139-157
ISSN:1532-6349
Container-title:Stochastic Models
language:en
Short-container-title:Stochastic Models

Author:

Perry D.¹,Stadje W.²,Zacks S.³

Affiliation:

1. a Department of Statistics , University of Haifa , Haifa , 31905 , Israel

2. b University of Osnabrück , Fachbereich Mathematik/Informatik, Osnabrück , 49069 , Germany

3. c Department of Mathematical Sciences , Binghamton University , Binghamton , NY , 13902-6000 , U.S.A.

Publisher

Informa UK Limited

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1081/STM-120002778

Reference35 articles.

1. On cycle maxima, first passage problems and extreme value theory for queues

2. Wiener-Hopf analysis of an M/G/1 queue with negative customers and of a related class of random walks

3. The Workload in the M/G/1 Queue with Work Removal

4. A Note on Negative Customers, GI/G/1 Workload, and Risk Processes

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