EXACT DISTRIBUTION OF INTERMITTENTLY CHANGING POSITIVE AND NEGATIVE COMPOUND POISSON PROCESS DRIVEN BY AN ALTERNATING RENEWAL PROCESS AND RELATED FUNCTIONS

DOI10.1017/S0269964815000054zbMath1370.60149OpenAlexW2318743604MaRDI QIDQ5358046

Shyamal K. De, Shelemyahu Zacks, Yi-Fan Xu

Publication date: 19 September 2017

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964815000054

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

Related Items (2)

Hypo-exponential distributions and compound Poisson processes with alternating parameters ⋮ On occupation time for on-off processes with multiple off-states

Cites Work

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• Generalized integrated telegraph processes and the distribution of related stopping times
• A Fluid EOQ Model of Perishable Items with Intermittent High and Low Demand Rates
• Generalized Telegraph Process with Random Jumps
• Mathematical and Statistical Methods for Actuarial Sciences and Finance

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