Asymptotic distribution of the moment of first crossing of a high level by a birth and death process
A. D. Soloviev
Source: Proc. Sixth Berkeley Symp. on Math. Statist. and Prob., Vol. 3 (Univ. of Calif. Press, 1972), 71-86.
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Primary Subjects: 60J80
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.bsmsp/1200514333
Zentralblatt MATH identifier:
0276.60079
Mathematical Reviews number (MathSciNet):
MR0405613
Berkeley Symposium on Mathematical Statistics and Probability