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Asymptotic absorption probabilities for a Poisson process

Published online by Cambridge University Press:  14 July 2016

S. Gallot
S. Gallot*
Affiliation:
University of Manchester
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Extract

An expression is found (Theorem 1) for the probability that a sample function of a Poisson process never exceeds some given function and some examples are given.

Type
Research Papers
Information
Journal of Applied Probability , Volume 3 , Issue 2 , December 1966 , pp. 445 - 452
Copyright
Copyright © Applied Probability Trust 

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References

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