Limits of First Passage Times to Rare Sets in Regenerative Processes
Work
Year: 1995
Type: article
Abstract: We consider limits of first passage times to indexed families of nested sets in regenerative processes. The sets are exponentially rare, in the sense that the probability that the process reaches an i... more
Authors Paul Glasserman, Shing-Gang Kou
Cites: 20
Cited by: 29
Related to: 10
FWCI: 0.637
Citation percentile (by year/subfield): 86.26
Subfield: Management Information Systems
Domain: Social Sciences
Open Access status: bronze