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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| Date: | 2006 |
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| Format: | Article |
| Language: | English |
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Інститут математики НАН України
2006
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4441 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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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Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
nasplib_isofts_kiev_ua-123456789-4441 |
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Kadankova, T. 2009-11-10T14:49:47Z 2009-11-10T14:49:47Z 2006 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 https://nasplib.isofts.kiev.ua/handle/123456789/4441 519.21 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. This research has been partially supported by the Belgian Federal Science Policy Office, Interuniversity Attraction Pole Programme P5/24. en Інститут математики НАН України Duration of stay inside an interval by the poisson process with a negative exponential component Article published earlier |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
Duration of stay inside an interval by the poisson process with a negative exponential component |
| spellingShingle |
Duration of stay inside an interval by the poisson process with a negative exponential component Kadankova, T. |
| 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 |
| author |
Kadankova, T. |
| author_facet |
Kadankova, T. |
| publishDate |
2006 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| 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.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.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. |
| work_keys_str_mv |
AT kadankovat durationofstayinsideanintervalbythepoissonprocesswithanegativeexponentialcomponent |
| first_indexed |
2025-12-07T17:20:57Z |
| last_indexed |
2025-12-07T17:20:57Z |
| _version_ |
1850870918425870336 |