On level crossings for a general class of piecewise-deterministic Markov processes

Advances in Applied Probability

Volumn 40, Issue 3, 2008, Pages 815-834

  Borovkov, K ^a   Last, G ^b  

^a UNIVERSITY OF MELBOURNE   (Australia)

^b UNIVERSITY OF KARLSRUHE   (Germany)

Author keywords

Compound poisson limit theorem; Level crossing; Piecewise deterministic Markov process; Rice's formula

Indexed keywords

CROSSINGS (PIPE AND CABLE); MARKOV PROCESSES; POISSON DISTRIBUTION; POISSON EQUATION; PROBABILITY DENSITY FUNCTION; RAILROAD CROSSINGS;

COMPOUND POISSON LIMIT THEOREM; CONDITIONAL DISTRIBUTIONS; GENERAL CLASS; INTENSITY FUNCTIONS; LEVEL CROSSING; PIECE WISE; PIECEWISE-DETERMINISTIC MARKOV PROCESS; POINT PROCESS; POISSON PROCESS; RATE FUNCTIONS; RICE'S FORMULA;

STOCHASTIC CONTROL SYSTEMS;

EID: 59649113520     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1222868187     Document Type: Article

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