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20122024
most citedPoisson's equation for discrete-time quasi-birth-and-death processes

11 citations · 32 across the 19 of their papers we have counts for

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math.PR2015★ 1 cited

Slowing time: Markov-modulated Brownian motion with a sticky boundary

Guy Latouche, Giang T. Nguyen

We analyze the stationary distribution of regulated Markov modulated Brownian motions (MMBM) modified so that their evolution is slowed down when the process reaches level zero ---…