On explicit occupation time distributions for Brownian processes
β Scribed by Gerard Hooghiemstra
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 148 KB
- Volume
- 56
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In this note the distribution for the occupation time of a one-dimensional Brownian bridge process on any Lebesgue measurable set between the initial and ΓΏnal states of the bridge is shown to be invariant under translation and re ection, so long as the translation or re ection also lies between the
An alternating renewal process starts at time zero and visits states 1,2, . . . ,r, 1,2, . . . ,r, 1,2, . . . ,r, . . . in succession. The time spent in state i during any cycle has cumulative distribution function F,, and the sojourn times in each state are mutually independent, positive and nondeg