Some recent results on the distributions of stopping times of compound Poisson processes with linear boundaries
From MaRDI portal
Publication:1763436
DOI10.1016/j.jspi.2003.05.003zbMath1073.60045MaRDI QIDQ1763436
Publication date: 22 February 2005
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2003.05.003
Related Items
EDA on the asymptotic normality of the standardized sequential stopping times, Part-I: Parametric models, A Fluid EOQ Model of Perishable Items with Intermittent High and Low Demand Rates, Distributions of stopping times in some sequential estimation procedures, An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions, First exit times for ordinary and compound Poisson processes with nonlinear boundaries, Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions, Review of some functionals of compound Poisson processes and related stopping times, Compound Poisson Process with a Poisson Subordinator, On a First-Passage-Time Problem for the Compound Power-Law Process, First-crossing and ballot-type results for some nonstationary sequences, On finite-time ruin probabilities for classical risk models, On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss, Sequential Testing to Guarantee the Necessary Sample Size in Clinical Trials
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sequential analysis. Tests and confidence intervals
- Boundary crossing for the difference of two ordinary or compound Poisson processes
- Contributions to the theory of first-exit times of some compound processes in queueing theory
- FIRST-EXIT TIMES FOR POISSON SHOT NOISE
- Distributions of stopping times for poisson processes with linear boundaries
- Useful martingales for stochastic storage processes with Lévy input
- Distributions of stopping times for compound poisson processes with positive jumps and linear boundaries
- First-exit times for compound poisson processes for some types of positive and negative jumps
- First-exit times for increasing compound processes
- HITTING AND RUIN PROBABILITIES FOR COMPOUND POISSON PROCESSES AND THE CYCLE MAXIMUM OF THE M/G/1 QUEUE
- UPPER FIRST-EXIT TIMES OF COMPOUND POISSON PROCESSES REVISITED
- Busy period analysis for \(M/G/1\) and \(G/M/1\) type queues with restricted accessibility
- The M/G/1 queue with finite workload capacity