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Some inequalities on the distribution of ladder epochs

Published online by Cambridge University Press:  14 July 2016

D.Y. Downham  and
S.B. Fotopoulos
D.Y. Downham*
Affiliation:
University of Liverpool
S.B. Fotopoulos*
Affiliation:
University of Liverpool
*
∗Postal address: Department of Computational and Statistical Science, The University of Liverpool, Victoria Building, Brownlow Hill, P.O. Box 147, Liverpool L69 3BX.
∗Postal address: Department of Computational and Statistical Science, The University of Liverpool, Victoria Building, Brownlow Hill, P.O. Box 147, Liverpool L69 3BX.
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Abstract

An algorithm for calculating the probability distribution of ladder epochs is derived. Two theorems are given for bounds on the distribution function of ladder epoch probabilities.

Keywords

LADDER EPOCHS
Type
Short Communications
Information
Journal of Applied Probability , Volume 18 , Issue 3 , September 1981 , pp. 770 - 775
Copyright
Copyright © Applied Probability Trust 

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References

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