Sojourn times. (1996)
- Record Type:
- Journal Article
- Title:
- Sojourn times. (1996)
- Main Title:
- Sojourn times
- Authors:
- Takács, Lajos
- Abstract:
- Abstract : Let { ζ ( u ), u ≥ 0 } be a stochastic process with state space A ∪ B where A and B are disjoint sets. Denote by β ( t ) the total time spent in state B in the interval ( 0, t ) . This paper deals with the problem of finding the distribution of β ( t ) and the asymptotic distribution of β ( t ) as t → ∞ for various types of stochastic processes. The main result is a combinatorial theorem which makes it possible to find in an elementary way, the distribution of β ( t ) for homogeneous stochastic processes with independent increments. This article is dedicated to the memory of Roland L. Dobrushin.
- Is Part Of:
- Journal of applied mathematics and stochastic analysis. Volume 9:Number 4(1996)
- Journal:
- Journal of applied mathematics and stochastic analysis
- Issue:
- Volume 9:Number 4(1996)
- Issue Display:
- Volume 9, Issue 4 (1996)
- Year:
- 1996
- Volume:
- 9
- Issue:
- 4
- Issue Sort Value:
- 1996-0009-0004-0000
- Page Start:
- 415
- Page End:
- 426
- Publication Date:
- 1996
- Subjects:
- stochastic processes -- Sojourn times -- distributions -- limit distributions
Mathematical models -- Periodicals
Computer simulation -- Periodicals
Computer science -- Mathematics -- Periodicals
Computer science -- Mathematics
Computer simulation
Mathematical models
Applied Mathematics
Periodicals
Electronic journals
519.22 - Journal URLs:
- http://www.hindawi.com/journals/ijsa/ ↗
- DOI:
- 10.1155/S1048953396000366 ↗
- Languages:
- English
- ISSNs:
- 1048-9533
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 15859.xml