Exit from interval and entry into interval, jumping and crossing over interval by Poisson process with exponential component

MaRDI QIDQ3607388zbMATH OpenFDO

Authors T. V. Kadankova

Publication date 28 February 2009

Full work available at URL http://www.ams.org/tpms/2007-75-00/S0094-9000-08-00711-4/home.html

zbMATH Keywords

integral transformexit and entryjumping and crossing over intervalPoisson process with exponential component

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Probabilistic potential theory (60J45)

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(3)

• Duration of stay inside an interval by the Poisson process with a negative exponential component
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