Lévy processes with adaptable exponent
Lévy processes with adaptable exponent
About this item
Full title
Lévy processes with adaptable exponent
Author / Creator
Journal title
Advances in applied probability, 2009-03, Vol.41 (1), p.177-205
Language
English
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Scope and Contents
Contents
In this paper we consider Lévy processes without negative jumps, reflected at the origin. Feedback information about the level of the Lévy process (‘workload level’) may lead to adaptation of the Lévy exponent. Examples of such models are queueing models in which the service speed or customer arrival rate changes depending on the workload level, an...
Alternative Titles
Full title
Lévy processes with adaptable exponent
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_crossref_primary_10_1017_S0001867800003189
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1017_S0001867800003189
Other Identifiers
ISSN
0001-8678
E-ISSN
1475-6064
DOI
10.1017/S0001867800003189
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