On the moments of certain first passage times for linear growth processes (Q580814)
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English | On the moments of certain first passage times for linear growth processes |
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On the moments of certain first passage times for linear growth processes (English)
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1987
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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.
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renewal processes
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first passage times
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