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dc.contributor.authorDshalalow, Jewgeni H.
dc.date.accessioned2014-11-18T16:41:06Z
dc.date.available2014-11-18T16:41:06Z
dc.date.issued1997
dc.identifier.citationDshalalow, J. (1997). On the level crossing of multi-dimensional delayed renewal processes. Journal of Applied Mathematics and Stochastic Analysis, 10(4), 355.en_US
dc.identifier.urihttp://hdl.handle.net/11141/427
dc.description.abstractThe paper studies the behavior of an (l+3)th-dimensional, delayed renewal process with dependent components, the first three (called active) of which are to cross one of their respective thresholds. More specifically, the crossing takes place when at least one of the active components reaches or exceeds its assigned level. The values of the other two active components, as well as the rest of the components (passive), are to be registered. The analysis yields the joint functional of the crossing level and other characteristics (some of which can be interpreted as the first passage time) in a closed form, refining earlier results of the author. A brief, informal discussion of various applications to stochastic models is presented.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.titleOn the level crossing of multi-dimensional delayed renewal processesen_US
dc.typeArticleen_US
dc.identifier.doi10.1155/S1048953397000415


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