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تسجيل مستخدم جديدUnified approach for solving exit problems for additive-increase and multiplicative-decrease processes
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We analyse an additive-increase and multiplicative-decrease (aka growth-collapse) process that grows linearly in time and that experiences downward jumps at Poisson epochs that are (deterministically) proportional to its present position. This process is used for example in modelling of Transmission Control Protocol (TCP) and can be viewed as a particular example of the so-called shot noise model, a basic tool in modeling earthquakes, avalanches and neuron firings. For this process, and also for its reflect
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