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Duration of stay inside an interval by the poisson process with a negative exponential component
Репозиторій DSpace/Manakin
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Duration of stay inside an interval by the poisson process with a negative exponential component
УДК:
519.21
Посилання:
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.
Підтримка:
This research has been partially supported by the Belgian Federal Science Policy Office, Interuniversity Attraction Pole Programme P5/24.
Дата:
2006
Переглядів:
1233
Завантажень:
549
Анотація:
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.
