Excursions of markov processes
Auteur :
Blumenthal, Robert M.
Éditeur :
Blumenthal, Robert M.
ISBN :
9781468494143
Date de publication :
1 oct. 1991
Dimensions :
23,5 x 15,5 x 1,5 cm
Poids :
450 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
USA
Let {Xti t O} be a Markov process in Rl, and break up the path X t into (random) component pieces consisting of the zero set ({ tlX = O}) and t the ""excursions away from 0,"" that is pieces of path X.: T::5 s::5 t, with Xr- = X = 0, but X. 1= 0 for T