Boundary crossing of order statistics point processes

DOI10.1016/J.JMAA.2016.10.044MaRDI QIDQ342919zbMATH OpenOpenAlexFDO

Authors Pierre-Olivier Goffard, Claude Lefèvre

Publication date 18 November 2016

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2016.10.044

zbMATH Keywords

Abel-Gontcharoff polynomialsAppell polynomialsboundary crossingorder statisticspoint processes

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Characterization and structure theory of statistical distributions (62E10) Order statistics; empirical distribution functions (62G30)

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Cited in

(8)

• Boundary crossing probabilities for locally Poisson processes
• Duality in ruin problems for ordered risk models
• Two-sided exit problems in the ordered risk model
• Crossing points of distributions and a theorem that relates them to second order stochastic dominance
• scientific article; zbMATH DE number 910011 (Why is no real title available?)
• On the profitability of selfish blockchain mining under consideration of ruin
• Fast calculation of boundary crossing probabilities for Poisson processes
• Fraud risk assessment within blockchain transactions

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