Hypo-exponential distributions and compound Poisson processes with alternating parameters
Point processes with alternating arrival rates arise in various applications, including financial modelling. We obtain explicit expressions for the distributions of these processes, i.e. for the sums ?m=1nX(m) and ?m=1n(-1)mX(m), where X(m) are independent exponentially distributed random variables...
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
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Elsevier
2015
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| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/23331 https://doi.org/10.1016/j.spl.2015.08.006 |