On level crossings for a general class of piecewise-deterministic Markov processes

DOI10.1239/aap/1222868187zbMath1177.60067arXiv0705.1863OpenAlexW2014171838MaRDI QIDQ3535654

Günter Last, Konstantin A. Borovkov

Publication date: 13 November 2008

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0705.1863

zbMATH Keywords

level crossingpiecewise-deterministic Markov processRice's formulacompound Poisson limit theorem

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

On the perimeter of excursion sets of shot noise random fields ⋮ On Rice's Formula for Stationary Multivariate Piecewise Smooth Processes ⋮ On limiting cluster size distributions for processes of exceedances for stationary sequences ⋮ Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes ⋮ Hitting Times and the Running Maximum of Markovian Growth-Collapse Processes ⋮ A Lévy input model with additional state-dependent services ⋮ Rice formula for processes with jumps and applications

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