Exit from an interval by a difference of two renewal processes

• Дата: 2005
• Автор: Kadankov, V.
• Формат: Стаття
• Мова: English
• Опубліковано: Інститут математики НАН України 2005
• Онлайн доступ: http://dspace.nbuv.gov.ua/handle/123456789/4429
• Назва журналу: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Цитувати: Exit from an interval by a difference of two renewal processes / V. Kadankov // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 92–96. — Бібліогр.: 10 назв.— англ.

Integral transforms of the joint distribution of the first exit time from an interval, the value of the overshoot through a boundary, and the value of a linear component at the epoch of the exit are determined for the difference of two renewal processes.