Lévy processes with adaptable exponent
Lévy processes with adaptable exponent
About this item
Full title
Author / Creator
Publisher
Cambridge, UK: Cambridge University Press
Journal title
Language
English
Formats
Publication information
Publisher
Cambridge, UK: Cambridge University Press
Subjects
More information
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
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aap_1240319581
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aap_1240319581
Other Identifiers
ISSN
0001-8678
E-ISSN
1475-6064
DOI
10.1239/aap/1240319581
