Two-boundary problems for a Poisson process with exponentially distributed component

DOI10.1007/S11253-006-0121-6zbMATH Open1116.60049OpenAlexW2041532087MaRDI QIDQ3441257FDOQ3441257

V. F. Kadankov, T. V. Kadankova

Publication date: 29 May 2007

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-006-0121-6

Recommendations

• Duration of stay inside an interval by the Poisson process with a negative exponential component
• Exit from interval and entry into interval, jumping and crossing over interval by Poisson process with exponential component
• On several two-boundary problems for a particular class of Lévy processes
• On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks
• First exit times for ordinary and compound Poisson processes with nonlinear boundaries

zbMATH Keywords

Poisson processsojourn timejump

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov renewal processes, semi-Markov processes (60K15)

Cited In (7)

• Sojourn time of almost semicontinuous integral-valued processes in a fixed state
• A Two-Sided Exit Problem for a Difference of a Compound Poisson Process and a Compound Renewal Process with a Discrete Phase Space
• On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks
• Two-boundary problems for semi-Markov walk with a linear drift
• Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process
• Exit from interval and entry into interval, jumping and crossing over interval by Poisson process with exponential component
• Duration of stay inside an interval by the Poisson process with a negative exponential component

This page was built for publication: Two-boundary problems for a Poisson process with exponentially distributed component

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3441257)