First and last passage times of spectrally positive Lévy processes with application to reliability (Q2516387)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6468731
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | First and last passage times of spectrally positive Lévy processes with application to reliability |
scientific article; zbMATH DE number 6468731 |
Statements
First and last passage times of spectrally positive Lévy processes with application to reliability (English)
0 references
31 July 2015
0 references
Lévy processes
0 references
first-passage time
0 references
last-passage time
0 references
scale function
0 references
gamma process
0 references
compound Poisson process
0 references
Brownian motion with drift
0 references
reliability
0 references
0 references
0 references
0.7877335548400879
0 references
0.7703502774238586
0 references
0.7466421723365784
0 references
0.7426748871803284
0 references
0.7318058609962463
0 references