Moments of the last exit times

DOI10.3792/PJA/1195521602MaRDI QIDQ5564809zbMATH OpenOpenAlexFDO

Authors Junji Takeuchi

Publication date 1967

Published in Proceedings of the Japan Academy, Series A, Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3792/pja/1195521602

zbMATH Keywords

probability theory

Cites work

• scientific article; zbMATH DE number 3236508 (Why is no real title available?)
• scientific article; zbMATH DE number 3332032 (Why is no real title available?)
• scientific article; zbMATH DE number 3194856 (Why is no real title available?)
• Hitting times and potentials for recurrent stable processes
• Hitting times for transient stable processes

Cited in

(9)

• Central limit theorem for the capacity of the range of stable random walks
• Asymptotic estimates of multi-dimensional stable densities and their applications
• Moments of last exit times
• Invariance principle for the capacity and the cardinality of the range of stable random walks
• Functional CLT for the range of stable random walks
• The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
• Random systems in ultrametric spaces
• Strong transience for one-dimensional Markov chains with asymptotically zero drifts
• Moments and distributions of the last exit times for a class of Markov processes

This page was built for publication: Moments of the last exit times

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5564809)