Ballot theorems and sojourn laws for stationary processes

DOI10.1214/aop/1022874825zbMath0961.60045OpenAlexW2013310737MaRDI QIDQ1577748

Olav Kallenberg

Publication date: 21 May 2001

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022874825

zbMATH Keywords

stationary processesmean occupation measureballot theoremscyclically stationary incrementsincreasing sequences and processesmaximum identities and inequalitiessojourn and maximum times

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Related Items

The uniform law for sojourn measures of random fields ⋮ Applications of the continuous-time ballot theorem to Brownian motion and related processes. ⋮ A cyclic approach on classical ruin model

Cites Work

• Occupation time distributions for Lévy bridges and excursions
• A Generalization of the Glivenko-Cantelli Theorem
• Foundations of Modern Probability
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