The rank of the present excursion
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Publication:1346148
DOI10.1016/0304-4149(95)91544-BzbMath0819.60069MaRDI QIDQ1346148
Publication date: 15 August 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
excursions; Brownian motion; heavy-tailed distributions; point processes; local time; Palm probabilities
60J65: Brownian motion
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
60K05: Renewal theory
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Cites Work