{"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":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"66 1","pages":"75-88"},"PeriodicalIF":0.5000,"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\":51193,\"journal\":{\"name\":\"Theory of Probability and its Applications\",\"volume\":\"66 1\",\"pages\":\"75-88\"},\"PeriodicalIF\":0.5000,\"publicationDate\":\"2021-05-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Theory of Probability and its Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1137/S0040585X97T990265\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Probability and its Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1137/S0040585X97T990265","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","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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Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.
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