Identities for passage times with applications to recurrent events and homogeneous differential functions

1 December 1966

journal article
Published by Cambridge University Press (CUP) in Journal of Applied Probability

Vol. 3 (2) , 435-444
https://doi.org/10.2307/3212129

Abstract

Let x be a non-negative, non-decreasing, right-continuous function of t defined on the interval [O, T) and let A = x(T–). Define the function y on [O, A] by Then y is non-decreasing and left-continuous and If t is a time variable it is natural to call y the passage time function.

Keywords

FUNCTION
DIFFERENTIAL
PASSAGE TIMES
RECURRENT EVENTS
APPLICATIONS TO RECURRENT
TIMES WITH APPLICATIONS
EVENTS AND HOMOGENEOUS
IDENTITIES

This publication has 1 reference indexed in Scilit:

Combinatorial Chance.
Economica, 1962