Distribution of time above a threshold for Markov processes

DOI10.1016/0022-247X(70)90176-9zbMath0172.21402OpenAlexW2063969341MaRDI QIDQ2532098

M. A. Snyder, B. Belkin, Lawrence D. Stone

Publication date: 1970

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(70)90176-9

zbMATH Keywords

probability theory

Related Items (2)

State estimation for Cox processes on general spaces ⋮ Distribution of time above a threshold for semi-Markov jump processes

Cites Work

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• A Combinatorial Lemma and Its Application to Probability Theory
• ON THE DISTRIBUTION OF CERTAIN FUNCTIONALS OF MARKOFF CHAINS AND PROCESSES
• On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
• On some probability problems concerning the theory of counters
• Curve Crossings by Normal Processes and Reliability Implications
• Gaussian-Markov Processes and a Boundary Value Problem
• Order Statistics of Partial Sums
• The First Passage Problem for a Continuous Markov Process

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