Fluctuation theory of continuous-time, skip-free downward Markov chains with applications to branching processes with immigration
Ronnie Loeffen, Pierre Patie, Jian Wang
| Year of publication: |
2025
|
|---|---|
| Authors: | Loeffen, Ronnie ; Patie, Pierre ; Wang, Jian |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 50.2025, 1, p. 169-188
|
| Subject: | branching processes with immigration | first passage time problems | fluctuation theory | potential theory | skip-free Markov chains | Theorie | Theory | Markov-Kette | Markov chain | Einwanderung | Immigration | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2022.0246 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015211653