Limit theorems for occupation times of Markov processes

From MaRDI portal
Revision as of 03:50, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5590500

DOI10.1007/BF00538470zbMath0194.49503OpenAlexW2038209140MaRDI QIDQ5590500

Nicholas H. Bingham

Publication date: 1971

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00538470




Related Items (93)

Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flowsSmall ball probabilities for a class of time-changed self-similar processesLimit theorems for coupled continuous time random walks.Applications of the fractional Sturm-Liouville problem to the space-time fractional diffusion in a finite domainNon-local solvable birth-death processesFractional queues with catastrophes and their transient behaviourStochastic solution of space-time fractional diffusion equationsCorrelation structure of fractional Pearson diffusionsModified fractional logistic equationMixed Poisson process with Pareto mixing variable and its risk applicationsExponential moments of first passage times and related quantities for Lévy processesThe fractional non-homogeneous Poisson processA discrete time random walk model for anomalous diffusionLimit theorems for regenerative phenomena, recurrent events and renewal theoryOn the exit time from open sets of some semi-Markov processesFirst passage times for some classes of fractional time-changed diffusionsLimit theorems of continuous-time random walks with tailsFractional Erlang queuesLimit theorems for regenerative phenomena, recurrent events and renewal theoryFractional Skellam processes with applications to financeA limit theorem for occupation times of fractional Brownian motionFractional Diffusion--Telegraph Equations and Their Associated Stochastic SolutionsTauberian theorems and large deviationsFractional normal inverse Gaussian diffusionSemi-Markov approach to continuous time random walk limit processesNon trivial limit distributions for transient renewal chainsFractional Poisson processes of order \(k\) and beyondMaxima of sums of random variables and suprema of stable processesA scaling analysis of a cat and mouse Markov chainFractional processes and their statistical inference: an overviewA functional non-central limit theorem for multiple-stable processes with long-range dependenceFeynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potentialThe influence of sequential extremal processes on the partial sum processSpace-time fractional diffusion on bounded domainsComplexity and the fractional calculusLimit theory for some positive stationary processes with infinite meanFirst and higher order uniform dual ergodic theorems for dynamical systems with infinite measureFractional Pearson diffusionsFunctional limit theorems for renewal shot noise processes with increasing response functionsCorrelation structure of time-changed Pearson diffusionsFiltered fractional Poisson processesFunctional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flowsApplications of inverse tempered stable subordinatorsCensored stable subordinators and fractional derivativesNon-local logistic equations from the probability viewpointTelegraph random evolutions on a circleTriangular array limits for continuous time random walksOccupation time limits of inhomogeneous Poisson systems of independent particlesCorrelated continuous time random walks and fractional Pearson diffusionsFractional Poisson fields and martingalesFractional immigration-death processesPath Properties of Subdiffusion—A Martingale ApproachNon-homogeneous space-time fractional Poisson processesWeak convergence inapplied probabilityLimit theorems for continuous-time random walks with infinite mean waiting timesFractional Negative Binomial and Polya ProcessesAn \(L_q (L_p)\)-theory for diffusion equations with space-time nonlocal operatorsOn fractional heat equationFunctional central limit theorem for additive functionals of \(\alpha \)-stable processesAsymptotic behavior of the subordinated traveling wavesRelaxation patterns and semi-Markov dynamicsOn discrete-time semi-Markov processesStochastic model for ultraslow diffusionAbstract Cauchy problems for the generalized fractional calculusRisk process approximation with mixingTime-non-local Pearson diffusionsLimit theorems for extremal processes generated by a point process with correlated time and space componentsFunctional limit theorem for occupation time processes of intermittent mapsFractional risk process in insuranceStochastic solutions for fractional wave equationsRecent developments on fractional point processesLimit theorems for the fractional nonhomogeneous Poisson processLarge deviations for a class of tempered subordinators and their inverse processesExtremal limit theorems for observations separated by random power law waiting timesCorrelated continuous time random walksA renewal-process-type expression for the moments of inverse subordinatorsFractional Poisson process time-changed by Lévy subordinator and its inverseMean occupation times of continuous one-dimensional Markov processesSpace–Time Duality for Fractional DiffusionTempered fractional Poisson processes and fractional equations with Z-transformLocal asymptotic normality and mixed normality for Markov statistical modelsApproximation for the Normal Inverse Gaussian Process Using Random SumsInverse stable prior for exponential modelsThe probabilistic point of view on the generalized fractional partial differential equationsWeak Convergence of Finite-Dimensional Distributions of the Number of Empty Boxes in the Bernoulli SieveAnalogs of the arcsine distribution for sequences linearly generated by independent random variablesMultifractional Poisson process, multistable subordinator and related limit theoremsFractional Poisson fieldsGeneralized continuous time random walks and Hermite processesBlack-Scholes model under subordinationGeneralized grey Brownian motion local time: existence and weak approximationFrom time to timesRegenerative processes in supercooled liquids and glasses




Cites Work




This page was built for publication: Limit theorems for occupation times of Markov processes