First Passage Times for Combinations of Random Loads

DOI10.1137/0146044MaRDI QIDQ4720510zbMATH OpenOpenAlexFDO

Authors

Publication date 1986

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0146044

zbMATH Keywords

asymptotic exponentiality of first passage timescombinations of random loadsregenerative processterminating renewal process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Renewal theory (60K05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability, availability, maintenance, inspection in operations research (90B25)

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(5)

• The theory of geometric stable distributions and its use in modeling financial data
• New order preserving properties of geometric compounds.
• Geometric stable laws: Estimation and applications
• Linnik Lévy process and some extensions
• Weighted sup-norm inequalities and their applications

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