Time sensitive functionals of marked Cox processes

DOI10.1016/j.jmaa.2003.12.030zbMath1047.60005OpenAlexW2015009298MaRDI QIDQ1827064

Donal O'Regan, Ravi P. Agarwal, Jewgeni H. Dshalalow

Publication date: 6 August 2004

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2003.12.030

zbMATH Keywords

fluctuationsfirst passage timerenewal processtermination indexfirst excess level

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Renewal theory (60K05)

Related Items (6)

Time sensitive analysis of independent and stationary increment processes ⋮ Random Walk Analysis in Antagonistic Stochastic Games ⋮ Characterizations of random walks on random lattices and their ramifications ⋮ On Exit Times of a Multivariate Random Walk and Its Embedding in a Quasi Poisson Process ⋮ Random observations of marked Cox processes. Time insensitive functionals ⋮ Time Sensitive Functionals in a Queue with Sequential Maintenance

Cites Work

• On the level crossing of multi-dimensional delayed renewal processes
• Random observations of marked Cox processes. Time insensitive functionals
• Time dependent analysis of multivariate marked renewal processes
• Fluctuations of Recurrent Processes and Their Applications to the Stock Market
• On functionals of a marked Poisson process observed by a renewal process

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