Zero-Free Intervals of Semi-Stable Markov Processes.
From MaRDI portal
Cited in
(14)- Semi-stable Markov processes in \(R^n\)
- The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
- On the distribution of ranked heights of excursions of a Brownian bridge.
- Condensation and extremes for a fluctuating number of independent random variables
- Tied-down occupation times of infinite ergodic transformations
- Statistics of the longest interval in renewal processes
- Two-time correlation and occupation time for the Brownian bridge and tied-down renewal processes
- The Buffon needle problem for Lévy distributed spacings and renewal theory
- Semi-stable Markov processes. I
- Longest interval between zeros of the tied-down random walk, the Brownian bridge and related renewal processes
- Record statistics of a strongly correlated time series: random walks and Lévy flights
- Semilinear Markov processes, subordinators and renewal theory
- Comment on ‘fluctuation-dominated phase ordering at a mixed order transition’
- Functional limits for ``tied down occupation time processes of infinite ergodic transformations
This page was built for publication: Zero-Free Intervals of Semi-Stable Markov Processes.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5341291)