On the moments of certain first passage times for linear growth processes
type: Item
instance of: scholarly article
title: On the moments of certain first passage times for linear growth processes
zbMATH Open document ID: 0626.60037
DOI: 10.1016/0304-4149(87)90193-1
author: Gerold Alsmeyer
published in: Stochastic Processes and their Applications
publication date: 1987-01-01T00:00:00Z
review text: The author extends results for renewal processes concerning moments of the first passage times across nonlinear boundaries and the associated stopped sum and the overshoot to more general processes, allowing certain dependencies between the summands.
reviewed by: Allan Gut
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 60G42
zbMATH DE Number: 4018016
zbMATH Keywords: renewal processes
zbMATH Keywords: first passage times
MaRDI profile type: Publication
full work available at URL: 0304-4149(87)90193-1
OpenAlex ID: W2081066123
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description: scientific article; zbMATH DE number 4018016