Poisson Processes and a Bessel Function Integral

DOI10.1137/1027004zbMath0564.60042OpenAlexW1996407036MaRDI QIDQ3678393

F. 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

zbMATH Keywords

Bessel functionrandom telegraph processprobability of winning a simple game

Mathematics Subject Classification ID

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

Related Items (4)

Degenerate convergence of semigroups ⋮ The distance between the Kac process and the Wiener process with applications to generalized telegraph equations ⋮ Asymptotic behavior of a Feller evolution family involved in the Fisher-Wright model ⋮ Modified Bessel functions and their applications in probability and statistics

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