Enviar artigo por via de e-mail Approximations in the Problem of Level Crossing by a Compound Renewal Process
- Autores: Malinovskii V.K.1
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Afiliações:
- Central Economics and Mathematics Institute
- Edição: Volume 98, Nº 3 (2018)
- Páginas: 622-625
- Seção: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/225598
- DOI: https://doi.org/10.1134/S1064562418070232
- ID: 225598
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Resumo
The classical problem of level crossing by a compound renewal process is considered, which has been extensively studied and has various applications. For the distribution of the first level crossing time, a new approximation is proposed, which is valid under minimal conditions and is obtained by applying a new method. It has a number of advantages over previously known approximations.
Sobre autores
V. Malinovskii
Central Economics and Mathematics Institute
Autor responsável pela correspondência
Email: Vsevolod.Malinovskii@mail.ru
Rússia, Moscow, 117418
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