Behavior of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level
We consider almost semicontinuous processes defined on a Markov chain and obtain representations for the generatrices of the absolute maximum upon attainment of a positive level and the recovery time. Modified processes with two-step intensities of negative jumps are investigated.
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| Дата: | 2010 |
|---|---|
| Автори: | , |
| Формат: | Стаття |
| Мова: | Українська Англійська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
2010
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/2844 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860508831411339264 |
|---|---|
| author | Karnaukh, E. V. Карнаух, Є. В. |
| author_facet | Karnaukh, E. V. Карнаух, Є. В. |
| author_sort | Karnaukh, E. V. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T19:38:45Z |
| description | We consider almost semicontinuous processes defined on a Markov chain and obtain representations for the generatrices of the absolute maximum upon attainment of a positive level and the recovery time. Modified processes with two-step intensities of negative jumps are investigated. |
| first_indexed | 2026-03-24T02:31:27Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-2844 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | Ukrainian English |
| last_indexed | 2026-03-24T02:31:27Z |
| publishDate | 2010 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/a7/72680fba423f32cc752476c03c8f16a7.pdf |
| spelling | umjimathkievua-article-28442020-03-18T19:38:45Z Behavior of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level Поведінка майже иапівнеперервного процесу Пуассона на ланцюзі Маркова після досягнення рівня Karnaukh, E. V. Карнаух, Є. В. We consider almost semicontinuous processes defined on a Markov chain and obtain representations for the generatrices of the absolute maximum upon attainment of a positive level and the recovery time. Modified processes with two-step intensities of negative jumps are investigated. Рассматриваются почти полунепрерывные процессы на цепи Маркова. Получены представления для генератрис абсолютного максимума после достижения положительного уровня и времени восстановления. Исследованы модифицированные процессы с двухступенчатой интенсивностью отрицательных скачков. Institute of Mathematics, NAS of Ukraine 2010-01-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/2844 Ukrains’kyi Matematychnyi Zhurnal; Vol. 62 No. 1 (2010); 81–89 Український математичний журнал; Том 62 № 1 (2010); 81–89 1027-3190 uk en https://umj.imath.kiev.ua/index.php/umj/article/view/2844/2440 https://umj.imath.kiev.ua/index.php/umj/article/view/2844/2441 Copyright (c) 2010 Karnaukh E. V. |
| spellingShingle | Karnaukh, E. V. Карнаух, Є. В. Behavior of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level |
| title | Behavior of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level |
| title_alt | Поведінка майже иапівнеперервного процесу Пуассона на ланцюзі Маркова після досягнення рівня |
| title_full | Behavior of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level |
| title_fullStr | Behavior of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level |
| title_full_unstemmed | Behavior of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level |
| title_short | Behavior of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level |
| title_sort | behavior of an almost semicontinuous poisson process on a markov chain upon attainment of a level |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/2844 |
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