Review of some functionals of compound Poisson processes and related stopping times

DOI10.1007/s11009-006-9015-1zbMath1122.60045OpenAlexW2031298532MaRDI QIDQ2644300

Shelemyahu Zacks

Publication date: 10 September 2007

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-006-9015-1

zbMATH Keywords

Compound Poisson processSequential estimationStopping timesExpected cost functionalsProduction/Inventory systemsRandom boundaries

Mathematics Subject Classification ID

Related Items (2)

First Exit Times of Compound Poisson Processes with Parallel Boundaries ⋮ Number of jumps in two-sided first-exit problems for a compound Poisson process

Cites Work

• Second order approximations for sequential point and interval estimation
• Some recent results on the distributions of stopping times of compound Poisson processes with linear boundaries
• Kendall's identity for the first crossing time revisited
• A two-sided first-exit problem for a compound Poisson process with a random upper boundary
• Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process
• The first rendezvous time of Brownian motion and compound Poisson-type processes
• Telegraph processes with random velocities
• UPPER FIRST-EXIT TIMES OF COMPOUND POISSON PROCESSES REVISITED
• Generalized integrated telegraph processes and the distribution of related stopping times
• Hysteretic Capacity Switching for M/G/1 Queues
• Exact Risks of Sequential Point Estimators of the Exponential Parameter
• Further Remarks on Sequential Estimation: The Exponential Case
• Sporadic and Continuous Clearing Policies for a Production/Inventory System Under an M/G Demand Process
• Busy period analysis for \(M/G/1\) and \(G/M/1\) type queues with restricted accessibility
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