An operational calculus for matrix-exponential distributions, with applications to a Brownian (q, Q) inventory model

Keyphrases

• Analytic Functions 50%
• Column Vectors 50%
• Explicit Formula 50%
• Inventory Model 100%
• Laplace Transform 50%
• Matrix Argument 50%
• Matrix Exponential 50%
• Matrix-exponential Distribution 100%
• Negative Drift 50%
• Operational Calculus 100%
• Operator Calculus 50%
• Reflected Brownian Motion 50%
• Row Vector 50%
• Square Matrix 50%
• Stationary Density 50%

Mathematics

• Analytic Function 33%
• Calculus 33%
• Column Vector 33%
• Explicit Formula 33%
• Exponential Distribution 100%
• Exponential Matrix 33%
• Inventory Model 100%
• Laplace Transform 33%
• Matrix (Mathematics) 100%
• Operational Calculus 100%
• Reflected Brownian Motion 33%
• Row Vector 33%
• Square Matrix 33%