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On the time spent below a random threshold by a system driven by a general counting process

Published online by Cambridge University Press:  14 July 2016

Yat-Wah Wan  and
Ronald W. Wolff
Yat-Wah Wan
Affiliation:
Institute of Global Operations Strategy and Logistics Management, National Dong Hwa University, Shou-Feng, Hualien, Taiwan, R.O.C. Email address: [email protected]
Ronald W. Wolff
Affiliation:
Department of Industrial Engineering and Operations Research, University of California, Berkeley, CA 94720, USA. Email address: [email protected]
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Abstract

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Type
Letter to the Editor
Information
Journal of Applied Probability , Volume 43 , Issue 2 , June 2006 , pp. 599 - 601
Copyright
© Applied Probability Trust 2006 

References

Kirmani, S. N. U. A. and Wesołowski, J. (2003). Time spent below a random threshold by a Poisson driven sequence of observations. J. Appl. Prob. 40, 807–814.Google Scholar