Poisson Processes and a Bessel Function Integral

DOI10.1137/1027004zbMATH Open0564.60042OpenAlexW1996407036MaRDI QIDQ3678393FDOQ3678393

Authors: Fred W. Steutel 

Publication date: 1985

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://research.tue.nl/nl/publications/poisson-processes-and-a-bessel-function-integral(5fcbcff5-3c4e-4371-8208-438186ffb8d5).html

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zbMATH Keywords

Bessel functionrandom telegraph processprobability of winning a simple game

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (7)

• Probability density function solutions to a Bessel type pantograph equation
• Asymptotic behavior of a Feller evolution family involved in the Fisher-Wright model
• The distance between the Kac process and the Wiener process with applications to generalized telegraph equations
• Degenerate convergence of semigroups
• Modified Bessel functions and their applications in probability and statistics
• Riemann-Hilbert approach to gap probabilities for the Bessel process
• Berezin integrals and Poisson processes

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