Extreme sojourns for random walks and birth-and-death processes

DOI10.1080/15326348608807043MaRDI QIDQ3750737zbMATHOpenAlexFDO

Authors Simeon M. Berman

Publication date 1986

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326348608807043

zbMATH Keywords

compound Poisson distributionsrecurrent random walkrecurrent birth-and-death process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cited in

(5)

• Extrema of a Gaussian random field: Berman's sojourn time method
• Entrance and sojourn times for Markov chains, application to \((L, R)\)-random walks
• Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains.
• Run length statistics and the Hurst exponent in random and birth-death random walks.
• scientific article; zbMATH DE number 5187522 (Why is no real title available?)

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