Upcrossing Rates for Order Statistics Processes
نویسندگان
چکیده
منابع مشابه
Boundary Crossing of Order Statistics Point Processes
This paper is concerned with the first crossing of an order statistic point process through general moving boundaries. Our purpose is to determine exact boundary crossing probabilities in both one and two boundary cases. Simple recursive methods are obtained that exploit an underlying algebraic structure of polynomial type. This structure is a direct consequence of the order statistic property....
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چکیده: فرض کنید که تابعی از اپسیلون یک مجموع نامتناهی از احتمالات موزون مربوط به مجموع های جزئی براساس یک دنباله از متغیرهای تصادفی مستقل و همتوزیع باشد، و همچنین فرض کنید توابعی مانند g و h وجود دارند که هرگاه امید ریاضی توان دوم x متناهی و امیدریاضی x صفر باشد، در این صورت می توان حد حاصلضرب این توابع را بصورت تابعی از امید ریاضی توان دوم x نوشت. حالت عکس نیز برقرار است. همچنین ما با استفاده...
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ژورنال
عنوان ژورنال: Austrian Journal of Statistics
سال: 2016
ISSN: 1026-597X
DOI: 10.17713/ajs.v42i3.151