Sojourn time of almost semicontinuous integral-valued processes in a fixed state

• Datum: 2011
• Hauptverfasser: Gusak, D. V., Гусак, Д. В.
• Format: Artikel
• Sprache: Ukrainisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2011
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/2782
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

Let $\xi(t)$ be an almost lower semicontinuous integer-valued process with the moment generating function of the negative part of jumps $\xi_k : \textbf{E}[z^{\xi_k} / \xi_k < 0] = \frac{1 − b}{z − b},\quad 0 ≤ b < 1.$ For the moment generating function of the sojourn time of $\xi(...