Article contents
Identities for passage times with applications to recurrent events and homogeneous differential functions
Published online by Cambridge University Press: 14 July 2016
Extract
Let x be a non-negative, non-decreasing, right-continuous function of t defined on the interval [O, T) and let A = x(T–). Define the function y on [O, A] by Then y is non-decreasing and left-continuous and If t is a time variable it is natural to call y the passage time function.
- Type
- Research Papers
- Information
- Copyright
- Copyright © Applied Probability Trust
References
- 4
- Cited by