Approximations in the Problem of Level Crossing by a Compound Renewal Process

Approximations in the Problem of Level Crossing by a Compound Renewal Process

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 app...

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Veröffentlicht in:Doklady. Mathematics 2018-11, Vol.98 (3), p.622-625
1. Verfasser: Malinovskii, V. K.
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Mathematics and Statistics
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description 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.
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title Approximations in the Problem of Level Crossing by a Compound Renewal Process
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