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On the generating function of the time of first hitting the boundary by a semicontinuous difference of independent renewal processes with discrete time

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Ukrainian Mathematical Journal Aims and scope

Abstract

For a semicontinuous difference of two independent renewal processes, we find the generating function of the time of first hitting the boundary.

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References

  1. I. I. Ezhov and V. F. Kadankov. “On the distribution of the maximum of the difference of independent renewal processes with discrete time,” Ukr. Mat. Zk, 50, No. 10, 1426–1432 (1998).

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Authors and Affiliations

  1. Institute of Mathematics, Ukranian Academy of Sciences, Kiev

    I. I. Ezhov & V. F. Kadankov

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  1. I. I. Ezhov
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  2. V. F. Kadankov
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Ezhov, I.I., Kadankov, V.F. On the generating function of the time of first hitting the boundary by a semicontinuous difference of independent renewal processes with discrete time. Ukr Math J 52, 633–642 (2000). https://doi.org/10.1007/BF02515404

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  • DOI: https://doi.org/10.1007/BF02515404

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