On crossing of a level by processes defined by sums of a random number of terms

Authors

  • D. V. Gusak

Abstract

We study the joint distribution of boundary functionals related to the crossing of a positive (negative) level by a process consisting of a homogeneous Poisson process and a process defined by sums of a random number of continuously distributed terms.

Published

25.07.1995

Issue

Section

Research articles

How to Cite

Gusak, D. V. “On Crossing of a Level by Processes Defined by Sums of a Random Number of Terms”. Ukrains’kyi Matematychnyi Zhurnal, vol. 47, no. 7, July 1995, pp. 897–914, https://umj.imath.kiev.ua/index.php/umj/article/view/5484.