On crossing of a level by processes defined by sums of a random number of terms (Q4940531)
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scientific article; zbMATH DE number 1410089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On crossing of a level by processes defined by sums of a random number of terms |
scientific article; zbMATH DE number 1410089 |
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On crossing of a level by processes defined by sums of a random number of terms (English)
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2 March 2000
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Poisson process
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random sums of random variables
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boundary crossing
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first exit moment
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generating function
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Fourier transform
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