On crossing of a level by processes defined by sums of a random number of terms

DOI10.1007/BF01084899zbMath0943.60042OpenAlexW2032848140MaRDI QIDQ4940531

Dmytro Gusak

Publication date: 2 March 2000

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01084899

zbMATH Keywords

Fourier transformgenerating functionboundary crossingPoisson processrandom sums of random variablesfirst exit moment

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Sample path properties (60G17)

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Two-boundary problems for semi-Markov walk with a linear drift ⋮ Intersections of the interval and reflections for a semi-Markov walk with linear drift ⋮ Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process

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