The q-scale function of spectrally negative Lévy processes with matrix-exponential jumps admits an explicit matrix representation obtained by embedding into a rational-arrival-process modulated fluid model.
Point processes with finite-dimensional conditional probabilities
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Matrix Representations for Scale Functions of Spectrally Negative L\'evy Processes with Rational Jumps
The q-scale function of spectrally negative Lévy processes with matrix-exponential jumps admits an explicit matrix representation obtained by embedding into a rational-arrival-process modulated fluid model.