Wiener-Hopf Factorizations for a Multidimensional Markov Additive Process and their Applications to Reflected Processes
Author:
Affiliation:
1. Department of Information Sciences, Tokyo University of Science, Yamazaki 2641, Noda Chiba 278-8510, Japan
2. CWI, P.O. Box 94079, 1090 GB Amsterdam, The Netherlands
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
Management Science and Operations Research,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability
Reference32 articles.
1. On the Markov renewal theorem
2. Applications of Mathematics (New York);Asmussen S.,2003
3. Large deviations for Markov chains in the positive quadrant
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