First crossing by poisson processes

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Abstract

In this chapter we discuss distributions of first crossing linear boundaries. First crossing of concave boundaries by Poisson processes is studied in Chapter 5.

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Zacks, S. (2017). First crossing by poisson processes. In Lecture Notes in Mathematics (Vol. 2203, pp. 11–39). Springer Verlag. https://doi.org/10.1007/978-3-319-67059-1_3

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