APPROXIMATING IMRL DISTRIBUTIONS BY EXPONENTIAL-DISTRIBUTIONS, WITH APPLICATIONS TO 1ST PASSAGE TIMES

被引:25
作者
BROWN, M [1 ]
机构
[1] CUNY CITY COLL, NEW YORK, NY 10031 USA
关键词
D O I
10.1214/aop/1176993607
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
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页码:419 / 427
页数:9
相关论文
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