搜索结果: 1-1 共查到“统计学 first-crossing time”相关记录1条 . 查询时间(0.049 秒)
Kendall's identity for the first crossing time revisited
skip-free Levy process first crossing time change of measure
2009/5/4
We give a new relatively compact proof of the famous identity for the distribution of the first hitting time of a linear boundary by a skip-free process with stationary independent increments. The pro...