The unified form of Pollaczek--Khinchine formula for L\'evy processes with matrix-exponential negative jumps
Abstract
For L\'evy processes with matrix-exponential negative jumps, the unified form of the Pollaczek-Khinchine formula is established.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.