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Moments of the exit-time distribution for carboxyhemoglobin due to cigarette smoking

Published online by Cambridge University Press:  14 July 2016

Allan H. Marcus  and
Stanley Czajkowski Jr.
Allan H. Marcus*
Affiliation:
University of Maryland — Baltimore County
Stanley Czajkowski Jr.
Affiliation:
University of Maryland — Baltimore County
*
*Now at Washington State University, Pullman, Washington 99164, U.S.A.
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Abstract

Linear and non-linear secondary Poisson process models are developed for the level of carboxyhemoglobin in cigarette smoking. The moments of the time of first exit above a critical threshold are expanded as power series in the initial state of the process. Recurrence relations for the coefficients in the moment series are solved numerically. An explicit formula involving Poisson probability functions is obtained for the mean exit time of shot noise.

Keywords

SHOT NOISEFIRST-PASSAGE TIMELEVEL CROSSINGSEXIT-TIME DISTRIBUTIONSTOCHASTIC DIFFERENTIAL EQUATIONCIGARETTE SMOKINGSECONDARY POISSON PROCESS
Type
Research Papers
Information
Journal of Applied Probability , Volume 15 , Issue 1 , March 1978 , pp. 13 - 25
Copyright
Copyright © Applied Probability Trust 1978 

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Footnotes

This research was supported by the U. S. National Institute of Environmental Health Science and the U. S. Environmental Protection Agency under Grant 1-R01-ES01236-1. Additional computer services were provided by The Computer Science Center of the University of Maryland. Mr. Keith Hoffman assisted us with computations.

References

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