Excursions of Markov Processes
ISBN: 9781468494129
Platform/Publisher: SpringerLink / Birkhäuser Boston
Digital rights: Users: unlimited; Printing: unlimited; Download: unlimited
Subjects: Mathematics and Statistics;

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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