Duration of stay inside an interval by the poisson process with a negative exponential component
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 ob...
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| Дата: | 2006 |
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| Автор: | |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2006
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4441 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4441 |
|---|---|
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dspace |
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irk-123456789-44412009-11-11T12:00:34Z Duration of stay inside an interval by the poisson process with a negative exponential component Kadankova, T. 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. 2006 Article 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 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| 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. |
| format |
Article |
| author |
Kadankova, T. |
| spellingShingle |
Kadankova, T. Duration of stay inside an interval by the poisson process with a negative exponential component |
| author_facet |
Kadankova, T. |
| author_sort |
Kadankova, T. |
| title |
Duration of stay inside an interval by the poisson process with a negative exponential component |
| title_short |
Duration of stay inside an interval by the poisson process with a negative exponential component |
| title_full |
Duration of stay inside an interval by the poisson process with a negative exponential component |
| title_fullStr |
Duration of stay inside an interval by the poisson process with a negative exponential component |
| title_full_unstemmed |
Duration of stay inside an interval by the poisson process with a negative exponential component |
| title_sort |
duration of stay inside an interval by the poisson process with a negative exponential component |
| publisher |
Інститут математики НАН України |
| publishDate |
2006 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4441 |
| citation_txt |
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. |
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AT kadankovat durationofstayinsideanintervalbythepoissonprocesswithanegativeexponentialcomponent |
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2023-03-24T08:30:11Z |
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2023-03-24T08:30:11Z |
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