Distribution of first-exit times for empirical counting and poisson processes with moving boundaries

DOI10.1080/15326349308807255zbMath0764.60087OpenAlexW2071624007MaRDI QIDQ4034545

Wolfgang Stadje

Publication date: 16 May 1993

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349308807255

zbMATH Keywords

stopping timePoisson processempirical counting process

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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First-exit times for compound poisson processes for some types of positive and negative jumps ⋮ The busy periods of some queueing systems ⋮ Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions ⋮ A two-sided first-exit problem for a compound Poisson process with a random upper boundary ⋮ First-crossing and ballot-type results for some nonstationary sequences ⋮ ON THE OUTCOME OF A CASCADING FAILURE MODEL ⋮ On the first meeting or crossing of two independent trajectories for some counting processes. ⋮ Polynomial structures in order statistics distributions

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