Abstract
We have already seen that the assumption that the governing process X(t) (see § 6) be one with independent increments immediately simplifies the form of Beneš’ equation and leads to compact formulae, such as, for example, the equality
where h(x) is the renewal density of the process.
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© 1976 Springer-Verlag New York Inc.
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Borovkov, A.A. (1976). Some Boundary Problems for Processes Continuous from below with Independent Increments. Their Connection with the Distribution of w(t). In: Stochastic Processes in Queueing Theory. Applications of Mathematics, vol 4. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-9866-3_3
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DOI: https://doi.org/10.1007/978-1-4612-9866-3_3
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