Boundary crossing of order statistics point processes
نویسندگان
چکیده
منابع مشابه
Boundary Crossing of Order Statistics Point Processes
This paper is concerned with the first crossing of an order statistic point process through general moving boundaries. Our purpose is to determine exact boundary crossing probabilities in both one and two boundary cases. Simple recursive methods are obtained that exploit an underlying algebraic structure of polynomial type. This structure is a direct consequence of the order statistic property....
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It is known there are some similarities between order statistics and record values, moreover, when viewed as point processes, the two processes both share the order statistics property. These motivated us to investigate some intrinsic properties within the class of order statistics point processes, which in turn lead to some useful characterizations by using certain conditional moment of the sp...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2017
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2016.10.044