Excursions of Markov Processes
Description
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
Keywords
MathematicsProbability & StatisticsStochastic Processes
1991Book
Author(s)R. M. Blumenthal
PublisherBirkhäuser Boston
ISBN9780817635756
LanguageEnglish
