摘要
利用泊松过程在某一时间区域没有到达的概率可以表示为这一区域的Lebesgue测度的指数函数的性质,将谱负Lévy过程占位时的Laplace变换问题转化为该过程在独立的泊松过程到达时的观测值的一个事件的概率。得到联合占位时的Laplace变换可用谱负Lévy过程的尺度函数和其Laplace指数的右逆函数表示的结论。
If there is no Poisson arrival time in an interval, its probability equals to an exponential function with Lebesgue measure exponent. Taking advantage of this property of Poisson process, Laplace transforms on joint occupation time for spectrally negative Lévy processes up to an independent exponential time is changed into computing the probability of a random event. The results are explicitly stated in terms of scale functions and inverse functions of Laplace exponents for the spectrally negative Lévy processes.
出处
《湖南文理学院学报（自然科学版）》
CAS
2018年第1期1-4,共4页
Journal of Hunan University of Arts and Science(Science and Technology)
基金
国家自然科学基金(11731012
11571052)
湖南省自然科学基金(2016JJ4061
2017JJ2271
2017JJ2274)
湖南文理学院科研重点项目(15ZD05)
