Matrix-analytic models and their analysis

Asmussen, Soren, Asmussen, Soeren, Asmussen, Søren . Scandinavian Journal of Statistics 2000. 27 (2) :193-226

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  Author = {Asmussen, Soren and Asmussen, Soeren and Asmussen, Søren},
  Title = {Matrix-analytic models and their analysis},
  Journal = {Scandinavian Journal of Statistics},
  Volume = {27},
  Number = {2},
  Year = {2000},
  Pages = {193--226},
  Keywords = {Queueing theory, Renewal theory, Random walks, EM algorithm, Markov-modulated Poisson process, Phase type distribution, Markovian arrival process, ladder heights, matrix exponential, non-linear matrix equations, Wald martingale}

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