Ivanovs, Jevgenijs; Boxma, Onno; Mandjes, Michel - In: Stochastic Processes and their Applications 120 (2010) 9, pp. 1776-1794
We analyze the number of zeros of det(F([alpha])), where F([alpha]) is the matrix exponent of a Markov Additive Process (MAP) with one-sided jumps. The focus is on the number of zeros in the right half of the complex plane, where F([alpha]) is analytic. In addition, we also consider the case of...
