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Sequential Analysis
Design Methods and Applications
Volume 31, 2012 - Issue 2
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Original Articles

First Exit Times of Compound Poisson Processes with Parallel Boundaries

Pages 135-144 | Received 12 Dec 2011, Accepted 02 Feb 2012, Published online: 10 Apr 2012

REFERENCES

  • Cohen , J. W. ( 1969 ). The Single Server Queue , Amsterdam : Elsevier .
  • Perry , D. , Stadje , W. , and Zacks , S. ( 2002 ). Hitting and Ruin Probabilities for Compound Poisson Processes and the Cycle Maximum of the M/G/1 Queue , Stochastic Models 18 : 553 – 564 .
  • Perry , D. , Stadje , W. , and Zacks , S. ( 2005 ). A Two-Sided First-Exit Problem for a Compound Poisson Process with a Random Upper Boundary , Methodology and Computing in Applied Probability 7 : 51 – 62 .
  • Stadje , W. and Zacks , S. ( 2003 ). Upper First-Exit Times of Compound Poisson Processes Revisited , Probability in Engineering and Information Sciences 17 : 459 – 465 .
  • Zacks , S. ( 1991 ). Distributions of Stopping Times for Poisson Processes with Linear Boundaries , Communications in Statistics—Stochastic Models 7 : 233 – 242 .
  • Zacks , S. ( 1997 ). Distributions of First Exit Times for Poisson Processes with Lower and Upper Linear Boundaries , in Advances in the Theory and Practice of Statistics: A Volume in Honor of Samuel Kotz , N. L. Johnson and N. Balakrishnan , eds., pp. 339 – 350 , New York : Wiley .
  • Zacks , S. ( 2007 ). Review of Some Functionals of Compound Poisson Processes and Related Stopping Times , Methodology and Computing in Applied Probability 9 : 343 – 356 .
  • Zacks , S. ( 2009 ). Stage-Wise Adaptive Designs , New York : Wiley .
  • Zacks , S. , Perry , D. , Bshouty , D. , and Bar-Lev , S. ( 1999 ). Distributions of Stopping Times for Compound Poisson Processes with Positive Jumps and Linear Boundaries , Stochastic Models 15 : 89 – 101 .
  • Recommended by Shelley Zacks

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