Asymptotics for the Distribution of the Time of Attaining the Maximum for a Trajectory of a Poisson Process with Linear Drift and Intensity Switch

DOI10.1137/S0040585X97T990265zbMath1469.60110OpenAlexW3158929035MaRDI QIDQ3389448

Vyacheslav Evgen'evich Mosyagin

Publication date: 10 May 2021

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t990265

zbMATH Keywords

Poisson process with linear driftexact asymptotics of distribution tailsrandom process with negative mean drift

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sample path properties (60G17)

Related Items (1)

On estimation errors in optical communication and location

Cites Work

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• An Asymptotic Representation for the Likelihood Ratio for Multidimensional Samples with Discontinuous Desities
• On Estimation of Parameters in the Case of Discontinuous Densities

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