Duration of stay inside an interval by the poisson process with a negative exponential component

dc.contributor.author	Kadankova, T.
dc.date.accessioned	2009-11-10T14:49:47Z
dc.date.available	2009-11-10T14:49:47Z
dc.date.issued	2006
dc.identifier.citation	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.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4441
dc.description.abstract	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.	en_US
dc.description.sponsorship	This research has been partially supported by the Belgian Federal Science Policy Office, Interuniversity Attraction Pole Programme P5/24.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	Duration of stay inside an interval by the poisson process with a negative exponential component	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US
dc.identifier.udc	519.21