Matrix-analytic models and their analysis

Scandinavian Journal of Statistics

Volumn 27, Issue 2, 2000, Pages 193-226

  Asmussen, Søren ^a  

^a LUND UNIVERSITY   (Sweden)

Author keywords

EM algorithm; Ladder heights; Markov modulated poisson process; Markovian arrival process; Matrix exponential; Non linear matrix equations; Phase type distribution; Queueing theory; Random walks; Renewal theory; Wald martingale

Indexed keywords

EID: 0034336046     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00186     Document Type: Article

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