The unified form of Pollaczek--Khinchine formula for L\'evy processes with matrix-exponential negative jumps

Autor:	Gusak, Dmytro, Karnaukh, Ievgen
Rok vydání:	2013
Předmět:	Mathematics - Probability 60G51 60K10
Zdroj:	Theory of Stochastic Processes, Vol.~18(34), no.~2, 2012
Druh dokumentu:	Working Paper
Popis:	For L\'evy processes with matrix-exponential negative jumps, the unified form of the Pollaczek-Khinchine formula is established. Comment: 9 pages, 1 figure
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1310.7125 Zobrazit plný text záznamu View this record from Arxiv