search query: @author Agrafiotis, G. / total: 1
reference: 1 / 1
« previous | next »
| Author: | Agrafiotis, G. Tsoukalas, M. |
| Title: | On excess-time correlated cumulative processes |
| Journal: | Journal of the Operational Research Society
1995 : OCT, VOL. 46:10, p. 1269-1280 |
| Index terms: | OPERATIONAL RESEARCH TIME MODELS |
| Language: | eng |
| Abstract: | In this paper a class of correlated cumulative processes is studied. Several useful results, for the distributions of Bs(t), and that of the number of excess (non-excess) increments on (0,t) and the corresponding means, are derived. First passage time problems are also discussed and various asymptotic properties of the process are obtained. Transform results, by applying a flexible form for the joint distribution of correlated pairs are derived and inverted. |
« previous | next »
SCIMA