Sojourn time of almost semicontinuous integral-valued processes in a fixed state
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(...
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| Datum: | 2011 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2011
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/2782 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | 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 $\xi(t)$ in a fixed state, we obtain relations in terms of the roots $z_s < 1 < \widehat{z}_s$ of the Lundberg
equation. By passing to the limit $(s → 0)$ in the obtained relations, we determine the distributions of $l_r(\infty)$. |
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