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This https://arxiv.org/abs/2411.13111 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_mat…

Optimal investment problem in a renewal risk model with generalized Erlang distributed interarrival times
This paper explores the optimal investment problem of a renewal risk model with generalized Erlang distributed interarrival times. The phases of the Erlang interarrival time is assumed to be observable. The price of the risky asset is driven by the constant elasticity of variance model (CEV) and the insurer aims to maximize the exponential utility of the terminal wealth by asset allocation. By solving the corresponding Hamilton-Jacobi-Bellman (HJB) equation, we establish the concavity of the va…

This https://arxiv.org/abs/2504.02207 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_mat…

Finite-Time Behavior of Erlang-C Model: Mixing Time, Mean Queue Length and Tail Bounds
Service systems like data centers and ride-hailing are popularly modeled as queueing systems in the literature. Such systems are primarily studied in the steady state due to their analytical tractability. However, almost all applications in real life do not operate in a steady state, so there is a clear discrepancy in translating theoretical queueing results to practical applications. To this end, we provide a finite-time convergence for Erlang-C systems (also known as $M/M/n$ queues), providin…

Replaced article(s) found for math.CA. https://arxiv.org/list/math.CA/new
[1/1]:
- On the non-frame property of Gabor systems with Hermite generators and the frame set conjecture
Andreas Horst, Jakob Lemvig, Allan Erlang Videbaek