Moments of the last exit times
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Publication:5564809
DOI10.3792/PJA/1195521602zbMATH Open0178.19403OpenAlexW1978240806MaRDI QIDQ5564809FDOQ5564809
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
Cites Work
Cited In (9)
- Central limit theorem for the capacity of the range of stable random walks
- Moments and distributions of the last exit times for a class of Markov processes
- Functional CLT for the range of stable random walks
- The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
- Invariance principle for the capacity and the cardinality of the range of stable random walks
- Moments of last exit times
- Asymptotic estimates of multi-dimensional stable densities and their applications
- Strong transience for one-dimensional Markov chains with asymptotically zero drifts
- Random systems in ultrametric spaces
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