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First Crossing by Poisson Processes

  • Shelemyahu Zacks
Chapter
Part of the Lecture Notes in Mathematics book series (LNM, volume 2203)

Abstract

In this chapter we discuss distributions of first crossing linear boundaries. First crossing of concave boundaries by Poisson processes is studied in Chapter  5

References

  1. De, S.K. and Zacks, S. (2015). Exact calculation of the OC and ASN of a truncated SPRT for the mean of an exponential distribution, Method. Comput. Appl. Prob., 17: 915–927Google Scholar
  2. Henrici, P. (1974). Applied and Computational Complex Analysis; Wiley: New YorkGoogle Scholar
  3. Perry, D., Stadje, W. and Zacks, S. (2002b). Boundary crossing for the difference of two ordinary or compound Poisson processes. Annals of Operations Research, 113:119–132. Google Scholar
  4. Zacks, S. (1991). Distributions of stopping times for Poisson processes with linear boundaries. Commun. Statist.-Stochastic Models, 7:233–242.MathSciNetCrossRefMATHGoogle Scholar
  5. Zacks, S. (2004b). Exact determination of the run length distribution of a one-sided CUSUM procedure applied on an ordinary Poisson process, Sequential Analysis, 23:159–178. Google Scholar

Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Shelemyahu Zacks
    • 1
  1. 1.Binghamton UniversityBinghamtonUSA

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