On hitting times for compound Poisson dams with exponential jumps and linear release rate
On hitting times for compound Poisson dams with exponential jumps and linear release rate
复制标题
DOI：
10.1239/jap/1005091042
复制
发表时间：
2001-09
影响因子：
1
通讯作者：
O. Kella;W. Stadje
中科院分区：
文献类型：
--
作者：
O. Kella;W. Stadje
对于具有指数跳跃和线性释放率（散粒噪声过程）的复合泊松坝，我们计算拉普拉斯-斯蒂尔切斯变换（LST）和某个正水平的击中时间的平均值，假设该过程从某个给定的正水平开始。 LST 的解采用第一类和第二类汇合超几何函数（Kummer 函数）。
For a compound Poisson dam with exponential jumps and linear release rate (shot-noise process), we compute the Laplace-Stieltjes transform (LST) and the mean of the hitting time of some positive level given that the process starts from some given positive level. The solution for the LST is in terms of confluent hypergeometric functions of the first and second kinds (Kummer functions).