Tails of passage-times and an application to stochastic processes with boundary reflection in wedges-Reference-Cited by-同舟云学术

Tails of passage-times and an application to stochastic processes with boundary reflection in wedges

Published:1997-02 Issue:1 Volume:66 Page:115-145
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Aspandiiarov S.,Iasnogorodski R.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference18 articles.

1. Applied Probability and Queues;Asmussen,1987

2. On the convergence of 2-dimensional Markov chains in quadrants with boundary reflection;Aspandiiarov;Stochastics Stochastic Rep.,1995

3. Ph.D. Dissertation;Aspandiiarov,1994

4. General criteria of integrability of functions of passage-times for non-negative stochastic processes and their applications;Aspandiiarov,1994

5. Passage-time moments for non-negative stochastic processes and an application to reflected random walks in a quadrant;Aspandiiarov;Ann. Probab.,1996

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