On the Distribution of the First Component (t) of a Controlled Poisson Process {(t), (t)}, t 0, without Boundary

Aliev, TM; Omarova, KK

Aliev, TM (reprint author), Natl Acad Sci Azerbaijan, Inst Control Syst, AZ-1001 Baku, Azerbaijan.

MATHEMATICAL NOTES, 2018; 104 (5-6): 623

Abstract

An ergodicity condition for the first component t of a controlled Poisson process without boundary is found. The Laplace transform of the same compone......

Full Text Link