Asymptotics for the distribution of the time of attaining the maximum for a trajectory of a Poisson process with linear drift and intensity switch

DOI10.1137/S0040585X97T990265zbMATH Open1469.60110OpenAlexW3158929035MaRDI QIDQ3389448FDOQ3389448

Authors: Vyacheslav Evgen'evich Mosyagin 

Publication date: 10 May 2021

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t990265

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zbMATH Keywords

Poisson process with linear driftexact asymptotics of distribution tailsrandom process with negative mean drift

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sample path properties (60G17)

Cites Work

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• Estimation of the convergence rate for the distributions of normalized maximum likelihood estimators in the case of a discontinuous density
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• An estimate of the rate of convergence of the distribution of the maximum probability process in the nonregular case
• On estimation of parameters in the case of discontinuous densities
• Asymptotic representation of the process of the likelihood ratio in the case of a discontinuous density
• Local properties of the limiting distribution of the statistical estimator for jump point of a density
• Distribution of the time of attaining the maximum for the difference of the two Poisson's processes with negative linear drift
• An asymptotic representation for the likelihood ratio for multidimensional samples with discontinuous desities
• Title not available (Why is that?)

Cited In (5)

• Poisson process with linear drift and related function series
• Exact asymptotics for the distribution of the time of attaining the maximum for a trajectory of a compound Poisson process with linear drift
• Distribution of the time of attaining the maximum for the difference of the two Poisson's processes with negative linear drift
• Joint distribution of the supremum and the moment of its attainment by a Poisson process with linear drift
• On estimation errors in optical communication and location

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