An Operational Calculus for Matrix-Exponential Distributions, with Applications to a Brownian (q, Q) Inventory Model

Søren Asmussen, David Perry. An Operational Calculus for Matrix-Exponential Distributions, with Applications to a Brownian (q, Q) Inventory Model. Math. Oper. Res., 23(1):166-176, 1998. [doi]

Authors

Søren Asmussen

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David Perry

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