منابع مشابه
Applied Probability
1 Basic aspects of continuous time Markov chains 3 1.1 Markov property . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.2 Regular jump chain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 1.3 Holding times . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 1.4 Poisson process . . . . . . . . . . . . . . ....
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متن کاملNew Frontiers in Applied Probability
For a random walk with both downward and upward jumps (increments), the joint distribution of the exit time across a given level and the undershoot or overshoot at crossing is determined through its generating function, when assuming that the distribution of the jump in the direction making the exit possible has a Laplace transform which is a rational function. The expected exit time is also de...
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ژورنال
عنوان ژورنال: Journal of the Australian Mathematical Society
سال: 1978
ISSN: 1446-7887,1446-8107
DOI: 10.1017/s1446788700021029