✦ LIBER ✦

Asymptotic expansions for first passage times

✍ Scribed by Michael Woodroofe

Publisher: Elsevier Science
Year: 1988
Tongue: English
Weight: 896 KB
Volume: 28
Category: Article
ISSN: 0304-4149
DOI: 10.1016/0304-4149(88)90103-2

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymptotic first-passage time distributi

Asymptotic first-passage time distributions in compound poisson processes

✍ Ove Ditlevsen 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 408 KB

First passage times for a generalized te

First passage times for a generalized telegrapher's equation

✍ Jaume Masoliver; George H. Weiss 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 519 KB

8. Passage and occupancy times : On firs

8. Passage and occupancy times : On first passage problems for bounded processes

✍ A. Vijayakumar 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 42 KB

Asymptotic behaviour of ornstein-uhlenbe

Asymptotic behaviour of ornstein-uhlenbeck first-passage-time density through periodic boundaries

✍ Sacerdote, L. 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 241 KB

Comparing first-passage times for semi-M

Comparing first-passage times for semi-Markov skip-free processes

✍ Antonio Di Crescenzo; Luigi M Ricciardi 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 499 KB

Moment expansion analysis for time-domai

Moment expansion analysis for time-domain asymptotics

✍ R. Estrada; R. P. Kanwal 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 219 KB 👁 1 views

## Communicated by D. S. Jones We apply our recently developed distributional technique [2,3] to study time-domain asymptotics. This enables us to present a rigorous mathematical discussion and extensions of the results given by Chapman [1] and subsequent workers in this field. The present analysi