FIRST PASSAGE TIME DENSITY FOR HOMOGENEOUS SKIP-FREE WALKS ON CONTINUUM

被引:24
作者
KEILSON, J
机构
来源
ANNALS OF MATHEMATICAL STATISTICS | 1963年 / 34卷 / 03期
关键词
D O I
10.1214/aoms/1177704023
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
收藏
页码:1003 / &
相关论文
共 16 条
[1]  
BARTLETT MS, 1956, INTRODUCTION STOCHAS
[2]  
COPSON ET, 1935, INTRODUCTION THEORY
[3]   SADDLEPOINT APPROXIMATIONS IN STATISTICS [J].
DANIELS, HE .
ANNALS OF MATHEMATICAL STATISTICS, 1954, 25 (04) :631-650
[4]  
Gnedenko B., 1954, LIMIT DISTRIBUTION S
[5]   A PROOF OF WALD THEOREM ON CUMULATIVE SUMS [J].
JOHNSON, NL .
ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (04) :1245-1247
[6]   NON-STATIONARY MARKOV WALKS ON LATTICE [J].
KEILSON, J .
JOURNAL OF MATHEMATICS AND PHYSICS, 1962, 41 (03) :205-&
[7]   USE OF GREENS FUNCTIONS IN STUDY OF BOUNDED RANDOM WALKS WITH APPLICATION TO QUEUING THEORY [J].
KEILSON, J .
JOURNAL OF MATHEMATICS AND PHYSICS, 1962, 41 (01) :42-+
[8]  
KEILSON J, 1962, J ROY STATIST SOC B
[9]  
KENDALL DG, 1957, J ROY STAT SOC B, V19, P207
[10]  
KHINCHIN AI, 1949, MATHEMATICAL F STATI