Escape and survival probabilities for compound renewal processes with drift are reduced to integral equations and solved for Erlang(n), hypo-exponential, and rational Laplace transform interarrival distributions in the one-sided jump case, with some two-sided cases identified.
Liao 1989, The Dirichlet problem of a discontinuous Markov pro cess
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Escape probabilities of compound renewal processes with drift
Escape and survival probabilities for compound renewal processes with drift are reduced to integral equations and solved for Erlang(n), hypo-exponential, and rational Laplace transform interarrival distributions in the one-sided jump case, with some two-sided cases identified.