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On the distribution of duration of stay in an interval of the semi-continuous process with independent increments
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V. F. Kadankov
Published/Copyright:
December 1, 2004
For a semicontinuous homogeneous process ξ(t) with independent increments the distribution of the its total duration of stay in an interval is obtained. In the case Eξ(1) = 0, Eξ(1)2 < ∞, the limit theorem on a weak convergence of the time of duration of stay in an interval of the process to distribution of the time of duration of stay of Wiener process in the interval(0, 1) is obtained. For Wiener process the distribution of the total duration of stay in an interval is found.
Published Online: 2004-12-01
Published in Print: 2004-12-01
Copyright 2003, Walter de Gruyter
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- On exchange mechanisms for bosons
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Articles in the same Issue
- A Remark on different lattice approximations and continuum limits for -fields
- On the skew uniform distribution
- On exchange mechanisms for bosons
- On martingales invoked by stochastic exponential and monomial densities
- On the distribution of duration of stay in an interval of the semi-continuous process with independent increments
- Flows generated by stochastic equations with reflection
- Infinite dimensional entangled Markov chains
