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Recurrent extensions of self-similar Markov processes and Cramer's condition | |
VICTOR MANUEL RIVERO MERCADO | |
Acceso Abierto | |
Atribución-NoComercial-CompartirIgual | |
Procesos de Markov Procesos de Levy | |
Let ? be a real-valued Levy process that satisfies Cramer's condition, process associated with ? via Lamperti's transformation. In this case, the assumptions set out by Vuolle-Apiala. We deduce from the latter excursion measure n, compatible with the semigroup of X and such give a precise description of n via its associated entrance law. To this end, process XA, which can be viewed as X conditioned never to hit 0, and to the way in which the Brownian excursion measure is constructed via An alternative description of n is given by specifying the law of the excursion have a given length. We establish some duality relations from which we time reversal of n | |
Bernoulli Society for Mathematical Statistics and Probability | |
2007 | |
Artículo | |
Inglés | |
Investigadores | |
PROCESOS DE MARKOV | |
Versión publicada | |
publishedVersion - Versión publicada | |
Appears in Collections: | Probababilidad Y Estadística |
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