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]

@article{AsmussenP98,
  title = {An Operational Calculus for Matrix-Exponential Distributions, with Applications to a Brownian (q, Q) Inventory Model},
  author = {Søren Asmussen and David Perry},
  year = {1998},
  doi = {10.1287/moor.23.1.166},
  url = {http://dx.doi.org/10.1287/moor.23.1.166},
  researchr = {https://researchr.org/publication/AsmussenP98},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {23},
  number = {1},
  pages = {166-176},
}