Asymptotic results for first-passage times of some exponential processes

DOI10.1007/s11009-018-9659-7zbMath1422.60041OpenAlexW2887422649WikidataQ115603567 ScholiaQ115603567MaRDI QIDQ1739351

Claudio Macci, Giuseppe D'Onofrio, Enrica Pirozzi

Publication date: 26 April 2019

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-018-9659-7

zbMATH Keywords

large deviationsmoderate deviationsnormal approximationcompound Poisson processneuronal model

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Large deviations (60F10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items

A two-state neuronal model with alternating exponential excitation ⋮ Approximating the first passage time density from data using generalized Laguerre polynomials

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