The Poisson disorder problem for large intensities†

DOI10.1080/00207727908941664zbMath0419.60046OpenAlexW1970830402MaRDI QIDQ3852890

K. H. Wickwire

Publication date: 1979

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727908941664

zbMATH Keywords

optimal stoppingPoisson processrenewal argumentperturbation approximation

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05)

Cites Work

• The expected first-passage time for a sufficient statistic arising in the Poisson disorder problem
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