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math.PR2017★ 16 cited
Extinction in lower Hessenberg branching processes with countably many types
Peter Braunsteins, Sophie Hautphenne
We consider a class of branching processes with countably many types which we refer to as Lower Hessenberg branching processes. These are multitype Galton-Watson processes with typ…
math.PR2017
The time-dependent expected reward and deviation matrix of a finite QBD process
Sarah Dendievel, Sophie Hautphenne, Guy Latouche +1
Deriving the time-dependent expected reward function associated with a continuous-time Markov chain involves the computation of its transient deviation matrix. In this paper we foc…