On The Mean First Exit Time For A Compound Poisson Process
نویسندگان
چکیده
منابع مشابه
First exit times for compound Poisson dams with a general release rule
An infinite dam with compound Poisson inputs and a statedependent release rate is considered. For this dam, we solve Kolmogorov’s backward differential equation to obtain the Laplace transforms of the first exit times in terms of a certain positive kernel. This allows us to provide an explicit expression for the Laplace transform of the wet period for a finite dam.
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ژورنال
عنوان ژورنال: Journal of Data Science
سال: 2021
ISSN: 1680-743X,1683-8602
DOI: 10.6339/jds.201604_14(2).0007