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Excursions of Markov Processes

Excursions of Markov Processes

Paperback

Series: Probability and Its Applications (Duplicate)

General GardeningProbability & Statistics

ISBN10: 1468494147
ISBN13: 9781468494143
Publisher: Birkhauser
Published: Jun 2 2012
Pages: 276
Weight: 0.91
Height: 0.62 Width: 6.14 Depth: 9.21
Language: English
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

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