The moment generating function of the stopping time for a linearly stopped Poisson process

Communications in Statistics. Part C: Stochastic Models

Volumn 13, Issue 2, 1997, Pages 275-292

  DeLucia, James ^a   Vincent Poor, H ^b  

^a CENTER FOR COMMUNICATIONS RESEARCH   (United States)

^b Princeton University   (United States)

Author keywords

Delay Differential Equations; Moment Generating Function; Poisson Processes; Sequential Probability Ratio Test; Stopping Times

Indexed keywords

EID: 0007255129     PISSN: 08820287     EISSN: None     Source Type: Journal    
DOI: 10.1080/15326349708807427     Document Type: Article

References (5)

1. Richard Bellman and Kenneth L. Cooke. Differential-difference equations, Academic Press, 1963.
2. James DeLucia and H. Vincent Poor. Performance analysis of sequential tests between Poisson processes, IEEE Transactions on Information Theory, 43(1), 1997.
3. A. Dvoretsky, J. Kiefer, and J. Wolfowitz. Sequential decision problems for processes with continuous time parameter. Testing hypotheses, Annals of Mathematical Statistics, 24:254-264, 1953.
4. E. M. Wright. A non-linear difference-differential equation, Journal fur die reine und angewandte Mathematik, (195):66-87, 1955.
5. S. Zacks. Distributions of stopping times for Poisson processes with linear boundaries, Communications in Statistics - Stochastic Models, 7(2):233-242, 1991.