On the method of images and the asymptotic behavior of first-passage times
Publication
, Journal Article
Zipkin, P
Published in: Annals of Operations Research
2012
This paper studies the large-t behavior of the boundary generated by the method of images for the first-passage-time problem. We show that this behavior is characterized by certain properties of the Laplace transform of the input measure. Such properties also determine the asymptotic behavior of the first-passage-time density. Most of the paper assumes a positive input measure, which generates a concave boundary. The last section, however, discusses a non-positive measure. We obtain a sufficient condition for the boundary to be convex. © 2012 Springer Science+Business Media New York.
Duke Scholars
Published In
Annals of Operations Research
DOI
ISSN
0254-5330
Publication Date
2012
Start / End Page
1 / 24
Related Subject Headings
- Operations Research
- 15 Commerce, Management, Tourism and Services
- 08 Information and Computing Sciences
- 01 Mathematical Sciences
Citation
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Zipkin, P. (2012). On the method of images and the asymptotic behavior of first-passage times. Annals of Operations Research, 1–24. https://doi.org/10.1007/s10479-012-1295-y
Zipkin, P. “On the method of images and the asymptotic behavior of first-passage times.” Annals of Operations Research, 2012, 1–24. https://doi.org/10.1007/s10479-012-1295-y.
Zipkin P. On the method of images and the asymptotic behavior of first-passage times. Annals of Operations Research. 2012;1–24.
Zipkin, P. “On the method of images and the asymptotic behavior of first-passage times.” Annals of Operations Research, 2012, pp. 1–24. Scival, doi:10.1007/s10479-012-1295-y.
Zipkin P. On the method of images and the asymptotic behavior of first-passage times. Annals of Operations Research. 2012;1–24.
Published In
Annals of Operations Research
DOI
ISSN
0254-5330
Publication Date
2012
Start / End Page
1 / 24
Related Subject Headings
- Operations Research
- 15 Commerce, Management, Tourism and Services
- 08 Information and Computing Sciences
- 01 Mathematical Sciences