The expected first-passage time for a sufficient statistic arising in the Poisson disorder problem

DOI10.2307/3212896MaRDI QIDQ4188545zbMATHOpenAlexFDO

Authors K. H. Wickwire

Publication date 1979

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3212896

zbMATH Keywords

Differential-Difference EquationsExpected First-Passage TimesMixed ProcessesPoisson Disorder Problem

Mathematics Subject Classification ID

Markov processes (60J99)

Cited in

(4)

• Analysis of a singular functional differential equation that arises from stochastic modeling of population growth
• The Poisson disorder problem for large intensities†
• On the Poisson disorder problem
• The exit problem for certain dynamical systems with small poisson disturbances

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