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...
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| Datum: | 2006 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
Інститут математики НАН України
2006
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4441 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | 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. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| Zusammenfassung: | 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.
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| ISSN: | 0321-3900 |