Ballot theorems and sojourn laws for stationary processes (Q1577748)
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English | Ballot theorems and sojourn laws for stationary processes |
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Ballot theorems and sojourn laws for stationary processes (English)
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21 May 2001
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The author starts with a survey on the history of ballot theorems and sojourn laws. The most recent progress in this area is connected with processes with cyclically stationary increments. The author extends these results to infinite stationary sequences and stationary processes. All previously known versions are special cases of the new results.
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increasing sequences and processes
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maximum identities and inequalities
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sojourn and maximum times
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mean occupation measure
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ballot theorems
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stationary processes
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cyclically stationary increments
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