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On the Distribution of the First Component $\eta_{t}$ of a Controlled Poisson Process $\{\eta_{t},\xi_{t}\}$, $t\ge 0$, without Boundary
T. M. Aliyev, K. K. Omarova Institute of Control Systems, National Academy of Sciences of Azerbaijan
Abstract:
An ergodicity condition for the first component $\eta_{t}$ of a controlled Poisson process without boundary is found. The Laplace transform of the same component $\eta_{t}$, $t\ge 0$, is obtained from the given transition probabilities of the process $\{\eta_{t},\xi_{t}\}$, $t\ge 0$. It is essential that the given process $\{\eta_{t},\xi_{t}\}$, $t\ge 0$, is a Markov process homogeneous in the second component.
Keywords:
Poisson process, ergodicity condition, homogeneous Markov process, Laplace transform.
Received: 09.12.2015 Revised: 27.12.2017
Citation:
T. M. Aliyev, K. K. Omarova, “On the Distribution of the First Component $\eta_{t}$ of a Controlled Poisson Process $\{\eta_{t},\xi_{t}\}$, $t\ge 0$, without Boundary”, Mat. Zametki, 104:5 (2018), 643–648; Math. Notes, 104:5 (2018), 623–627
Linking options:
https://www.mathnet.ru/eng/mzm11084https://doi.org/10.4213/mzm11084 https://www.mathnet.ru/eng/mzm/v104/i5/p643
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