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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| Date: | 2011 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2011
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/2782 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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