On crossing of a level by processes defined by sums of a random number of terms
We study the joint distribution of boundary functionals related to the crossing of a positive (negative) level by a process consisting of a homogeneous Poisson process and a process defined by sums of a random number of continuously distributed terms.
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| Datum: | 1995 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1995
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/5484 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | We study the joint distribution of boundary functionals related to the crossing of a positive (negative) level by a process consisting of a homogeneous Poisson process and a process defined by sums of a random number of continuously distributed terms. |
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