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

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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.

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Authors and Affiliations

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

    D. V. Gusak

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  1. D. V. Gusak
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 7, pp. 897–914, July, 1995.

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Gusak, D.V. On crossing of a level by processes defined by sums of a random number of terms. Ukr Math J 47, 1030–1049 (1995). https://doi.org/10.1007/BF01084899

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  • DOI: https://doi.org/10.1007/BF01084899

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