Nondecreasing Continuous Semi-Markov Processes: Asymptotics and Asymmetry

Verfasser / Beitragende:
[S. Rasova, B. Harlamov]
Ort, Verlag, Jahr:
2015
Enthalten in:
Journal of Mathematical Sciences, 204/1(2015-01-01), 148-154
Format:
Artikel (online)
ID: 605524688
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024 7 0 |a 10.1007/s10958-014-2193-4  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s10958-014-2193-4 
245 0 0 |a Nondecreasing Continuous Semi-Markov Processes: Asymptotics and Asymmetry  |h [Elektronische Daten]  |c [S. Rasova, B. Harlamov] 
520 3 |a The authors consider a nondecreasing continuous random process for which a family of the first hitting times for levels x > 0 forms a Lévy process with positive increments. For a class of such processes with Lévy density e −u/u α, 1 ≤ α < 2, asymptotics of the first three moments of their one-dimensional distributions as t goes to infinity are derived. Bibliography: 8 titles. 
540 |a Springer Science+Business Media New York, 2014 
700 1 |a Rasova  |D S.  |u Institute of Problems of Mechanical Engineering of RAS, St. Petersburg, Russia  |4 aut 
700 1 |a Harlamov  |D B.  |u Institute of Problems of Mechanical Engineering of RAS, St. Petersburg, Russia  |4 aut 
773 0 |t Journal of Mathematical Sciences  |d Springer US; http://www.springer-ny.com  |g 204/1(2015-01-01), 148-154  |x 1072-3374  |q 204:1<148  |1 2015  |2 204  |o 10958 
856 4 0 |u https://doi.org/10.1007/s10958-014-2193-4  |q text/html  |z Onlinezugriff via DOI 
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900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s10958-014-2193-4  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Rasova  |D S.  |u Institute of Problems of Mechanical Engineering of RAS, St. Petersburg, Russia  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Harlamov  |D B.  |u Institute of Problems of Mechanical Engineering of RAS, St. Petersburg, Russia  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Journal of Mathematical Sciences  |d Springer US; http://www.springer-ny.com  |g 204/1(2015-01-01), 148-154  |x 1072-3374  |q 204:1<148  |1 2015  |2 204  |o 10958