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

DOI10.2307/3212896zbMath0403.60079OpenAlexW4240937683MaRDI QIDQ4188545

K. H. Wickwire

Publication date: 1979

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212896

zbMATH Keywords

Differential-Difference EquationsExpected First-Passage TimesMixed ProcessesPoisson Disorder Problem

Mathematics Subject Classification ID

Markov processes (60J99)

Related Items

On the Poisson disorder problem, The Poisson disorder problem for large intensities†, The exit problem for certain dynamical systems with small poisson disturbances, Analysis of a singular functional differential equation that arises from stochastic modeling of population growth