On a generalization of the stationary excess operator

DOI10.1017/S0269964814000308MaRDI QIDQ5358036zbMATH OpenOpenAlexFDO

Authors Yoav Kerner, Andreas Löpker

Publication date 19 September 2017

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964814000308

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

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Cites work

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• The limits of sequences of iterated overshoot distribution functions
• The renewal-process stationary-excess operator

Cited in

(1)

• The renewal-process stationary-excess operator

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