2 edition of **Hitting probabilities of single points for processes with stationary independent increments** found in the catalog.

Hitting probabilities of single points for processes with stationary independent increments

Harry Kesten

- 306 Want to read
- 7 Currently reading

Published
**1969**
by American Mathematical Society in Providence
.

Written in English

- Probabilities.,
- Markov processes.

**Edition Notes**

Statement | by Harry Kesten. |

Series | Memoirs of the American Mathematical Society, no. 93, Memoirs of the American Mathematical Society -- no. 93. |

The Physical Object | |
---|---|

Pagination | 129 p. |

Number of Pages | 129 |

ID Numbers | |

Open Library | OL14119380M |

The remainder of this paper is devoted to study of processes X with independent increments, when Wiener's theory applies for prediction of R.E. Feldman / Exit distributions 39 4. Prediction of Gaussian stationary processes We will need the following facts from the prediction theory of continuous-parameter stationary Gaussian processes. Hitting probabilities in a Markov additive process with linear movements and upward jumps: Applications to risk and queueing processes Article (PDF Available) in The Annals of Applied Probability.

are jointly independent; the term stationary increments means that for any 0 process with stationary, independent increments is called a Levy´ process; more on these later. The Wiener process is the intersection of the class. Comprised of 24 chapters, this book begins with an introduction to the second-order moments of a stationary Markov chain, paying particular attention to the consequences of the autoregressive structure of the vector-valued process and how to estimate the stationary probabilities from a .

a process is stationary if, in choosing any fixed point s as the origin, the ensuing process has the same probability law. An ergodic continuous-time Markov chain \(\{X(t),t\geq 0\}\) when \(\Pr[X(0)=j]=P_j,j\geq 0\), where \(P_j\) are the limiting probabilities. a Markov chain whose initial state is chosen according to the limiting probabilities. hitting probabilities of single points for process with stationery independent increments jan 1, by Harry Kesten Paperback.

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Get this from a library. Hitting probabilities of single points for processes with stationary independent increments. [Harry Kesten] -- In this memoir the author considers a d-dimensional right-continuous process {[italic]X[italic subscript]t}[italic subscript]t≥0 with stationary independent increments.

He seeks to determine when. Add tags for "Hitting probabilities of single points for processes with stationary independent increments". Be the first. Genre/Form: Electronic books: Additional Physical Format: Print version: Kesten, Harry, Hitting probabilities of single points for processes with stationary independent increments /.

Hitting probabilities of single points for processes with stationary independent increments About this Title. Harry Kesten. Publication: Memoirs of the American Mathematical SocietyCited by: Get this from a library.

Hitting probabilities of single points for processes with stationary independed increments. [Harry Kesten]. Products of random matrices (with H.

Furstenberg), Ann. Math. Statist. 31(), – Hitting Probabilities of Single Points for Processes with Stationary. abilities for scalar processes to hit points and small balls.

We apply our results to the probabilities of hitting singletons and fractals in Rd, for a two-parameter class of processes. This class is ne enough to narrow down where a phase transition to point polarity (zero probability of hitting singletons) might occur.

Previously, the transition. Mamuro Kanda. Two theorems on capacity for Markov processes with stationary independent increments. Wahrscheinlichkeitstheorie verw. Gebiete, pages Ð–, Harry Kesten.

Hitting Probabilities of Single Points for Processes with Stationary Independent Increments. Memoirs of the American Mathematical Society, No.

This paper is concerned with asymptotic behavior (at zero and at infinity) of the favorite points of Lévy processes. By exploring Molchan’s idea for deriving lower tail probabilities of Gaussian processes with stationary increments, we extend the result of Marcus (J Theor Probab 14(3)–, ) on the favorite points to a larger class of symmetric Lévy processes.

Cite this paper as: Meyer PA. () Démonstration probabiliste d'une identité de convolution. In: Séminaire Bourbaki vol. /69 Exposés Products of random matrices (with H. Furstenberg), Ann. Math. Statist. 31 (), – Hitting Probabilities of Single Points for Processes with Stationary.

[12] Kesten, H. Hitting probabilities of single points for processes with stationary independent increments.

Memoirs of the American Mathematical Society, No. 93 American Mathematical Society, Providence, R.I. KESTEN H.-Hitting probabilities of single points for processes with stationary independent increments.

(Mem. of A.M.S. n o 93, ). Google Scholar [10] MEYER P.A.-Probabilités et potentiels. Hermann-Paris. eBook Packages Springer Book Archive; Buy this book.

() Temps locaux d'intersection et points multiples des processus de levy. In: Azéma J., Yor M., Meyer P.A. (eds) Séminaire de Probabilités XXI. Lecture Notes in Mathematics, vol Part of the Lecture Notes in Mathematics book series (LNM, volume ) Abstract.

Let (ξ, η Hitting probabilities of single points for processes with stationary independent increments. Memoirs Amer. Math. Soc. Google Scholar.

Klüppelberg, C., Lindner, A. and Maller, R. () A continuous time GARCH process driven by Lévy. Hitting probabilities of single points for processes with stationary independent incre-ments Hitting probabilities of single points for processes with stationary independent increments.

For one-dimensional symmetric L\'{e}vy processes, which hit every point with positive probability, we give sharp bounds for the tail function of the first hitting time of B which is either a. Use extensively processes with special properties.

Most notably, Gaussian pro-cesses are characterized entirely be means and covariances, Markov pro-cesses are characterized by one-step transition probabilities or transition rates, and initial distributions. Independent increment processes are char-acterized by the distributions of single. Kesten, Harry.

Hitting probabilities of single points for processes with stationary independent increments. Memoirs of the American Mathematical Society, No. 93 American Mathematical Society, Providence, R.I. Le Jan, Yves. Markov paths, loops and fields.

Lectures from the 38th Probability Summer School held in Saint-Flour, Selected Publications. Products of random matrices (with H. Furstenberg), Ann. Math. Statist. 31 (), – Hitting Probabilities of Single Points for Processes with Stationary Independent Increments, Memoir no. 93, Amer. Math. Soc.

Percolation Theory for Mathematicians, Birkhäuser, Boston, Aspects of first-passage percolation; in Ecole d'été de Probabilités de. Sheldon M. Ross, in Introduction to Probability Models (Tenth Edition), Proposition T n, n = 1, 2,are independent identically distributed exponential random variables having mean 1 /λ.

Remark. The proposition should not surprise us. The assumption of stationary and independent increments is basically equivalent to asserting that, at any point in time, the process.Hitting probabilities for single points for processes of stationary independent increments (Memoirs of the AMS; 93).

AMS, Providence, R.I. como editor. Probability on discrete structures (Encyclopedia of mathematical sciences; ). Springer, BerlinISBN Hitting probabilities of single points for processes with stationary independent increments - Harry Kesten: MEMO/ Doubly timelike surfaces - John K.

Beem and Peter Y. Woo: MEMO/ An extension of Mackey’s method to Banach $*$-algebraic bundles - J. M. G. Fell: MEMO/ Formalized recursive functionals and formalized realizability.