scientific article; zbMATH DE number 1409925

zbMATH Open0942.60026MaRDI QIDQ4940347FDOQ4940347

Authors: D. V. Gusak 

Publication date: 2 March 2000

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asymptotic distributionPoisson processrandom sum of random variables

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Sums of independent random variables; random walks (60G50) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Markov renewal processes, semi-Markov processes (60K15)

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• UPPER FIRST-EXIT TIMES OF COMPOUND POISSON PROCESSES REVISITED
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• Joint distribution of the supremum and the moment of its attainment by a Poisson process with linear drift
• Distribution of functionals of some processes with independent increments
• On extrema of integer-valued processes, defined by sums of a random number of addenda

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