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

1 June 1966

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

Vol. 3 (02) , 435-444
https://doi.org/10.1017/s0021900200114238

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

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