{"title":"具有线性漂移和强度切换的泊松过程轨迹达到最大值时间分布的渐近性","authors":"V. Mosyagin","doi":"10.1137/S0040585X97T990265","DOIUrl":null,"url":null,"abstract":"We find the exact asymptotics of the distribution of the time when the trajectory of the process $Y(t)=at-\\nu_+(pt)+\\nu_-(-qt)$, $t\\in(-\\infty,\\infty)$ attains its maximum, where $\\nu_{\\pm}(t)$ are...","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Asymptotics for the Distribution of the Time of Attaining the Maximum for a Trajectory of a Poisson Process with Linear Drift and Intensity Switch\",\"authors\":\"V. Mosyagin\",\"doi\":\"10.1137/S0040585X97T990265\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We find the exact asymptotics of the distribution of the time when the trajectory of the process $Y(t)=at-\\\\nu_+(pt)+\\\\nu_-(-qt)$, $t\\\\in(-\\\\infty,\\\\infty)$ attains its maximum, where $\\\\nu_{\\\\pm}(t)$ are...\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2021-05-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1137/S0040585X97T990265\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1137/S0040585X97T990265","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Asymptotics for the Distribution of the Time of Attaining the Maximum for a Trajectory of a Poisson Process with Linear Drift and Intensity Switch
We find the exact asymptotics of the distribution of the time when the trajectory of the process $Y(t)=at-\nu_+(pt)+\nu_-(-qt)$, $t\in(-\infty,\infty)$ attains its maximum, where $\nu_{\pm}(t)$ are...
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