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

• Date: 2006
• ISSN: 0321-3900
• Main Author: Kadankova, T.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2006
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4441
• 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.

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...