Pages that link to "Item:Q1231226"
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The following pages link to Some martingales related to cumulative sum tests and single-server queues (Q1231226):
Displaying 12 items.
- Lévy processes conditioned on having a large height process (Q376686) (← links)
- On hitting times for jump-diffusion processes with past dependent local characteristics (Q689177) (← links)
- On absorption probabilities for a random walk between two different barriers (Q1209817) (← links)
- Quickest detection with exponential penalty for delay (Q1307093) (← links)
- Martingales and buffer overflow for the symmetric shortest queue model (Q2294090) (← links)
- On the Transient Behavior of Ehrenfest and Engset Processes (Q2898919) (← links)
- FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME (Q3148284) (← links)
- On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures (Q3155696) (← links)
- Distributional Properties of CUSUM Stopping Times (Q3543505) (← links)
- Martingale methods for the semi-markov analysis of queues with blocking (Q3906877) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES (Q5061487) (← links)