Asymptotic absorption probabilities for a Poisson process-Reference-Cited by-同舟云学术

Asymptotic absorption probabilities for a Poisson process

Published:1966-12 Issue:2 Volume:3 Page:445-452
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Gallot S.

Abstract

An expression is found (Theorem 1) for the probability that a sample function of a Poisson process never exceeds some given function and some examples are given.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference6 articles.

1. The Supremum and Infimum of the Poisson Process

2. Some Exact Results for One-Sided Distribution Tests of the Kolmogorov-Smirnov Type

3. On the distribution of the supremum functional for processes with stationary independent increments

4. Daniels H. E. (1963) The Poisson process with a curved absorbing boundary. Bulletin of the I.S.I., 34th Session, Ottawa. 994–1008.

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