Duration of stay inside an interval by the poisson process with a negative exponential component
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Duration of stay inside an interval by the poisson process with a negative exponential component
|
|
| Creator |
Kadankova, T.
|
|
| Description |
Several two-boundary problems for the Poisson process with an exponential component are solved in the present article. The integral transforms of the joint distribution of the epoch of the first exit from the interval and the value of the overshoot through boundaries at the epoch of the exit are obtained. The Laplace transform of the total duration time of the process’s stay inside the interval is found. |
|
| Date |
2009-11-10T14:49:47Z
2009-11-10T14:49:47Z 2006 |
|
| Type |
Article
|
|
| Identifier |
Duration of stay inside an interval by the poisson process with a negative exponential component / T. Kadankova // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 1-2. — С. 55–67. — Бібліогр.: 11 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4441 519.21 |
|
| Language |
en
|
|
| Publisher |
Інститут математики НАН України
|
|