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dc.contributor.authorDshalalow, Jewgeni H.
dc.date.accessioned2014-11-18T16:36:40Z
dc.date.available2014-11-18T16:36:40Z
dc.date.issued1994
dc.identifier.citationDshalalow, J. (1994). First excess levels of vector processes. Journal of Applied Mathematics and Stochastic Analysis, 7(3), 457.en_US
dc.identifier.urihttp://hdl.handle.net/11141/425
dc.description.abstractThis paper analyzes the behavior of a point process marked by a two-dimensional renewal process with dependent components about some fixed (two-dimensional) level. The compound process evolves until one of its marks hits (i.e. reaches or exceeds) its associated level for the first time. The author targets a joint transformation of the first excess level, first passage time, and the index of the point process which labels the first passage time. The cases when both marks are either discrete or continuous or mixed are treated. For each of them, an explicit and compact formula is derived. Various applications to stochastic models are discussed.en_US
dc.language.isoen_USen_US
dc.rightsThis published article is available in accordance with the publisher's policy. It may be subject to U.S. Copyright Law.en_US
dc.rights.urihttp://www.hindawi.com/journals/ijsa/apc/en_US
dc.titleFirst excess levels of vector processesen_US
dc.typeArticleen_US
dc.identifier.doi10.1155/S1048953394000365


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