UPPER FIRST-EXIT TIMES OF COMPOUND POISSON PROCESSES REVISITED
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Publication:4810662
DOI10.1017/S0269964803174025zbMath1053.60049OpenAlexW2052097832MaRDI QIDQ4810662
Wolfgang Stadje, Shelemyahu Zacks
Publication date: 16 August 2004
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964803174025
Sums of independent random variables; random walks (60G50) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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