Statistics of the occupation time for a class of Gaussian Markov processes
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Publication:2716257
DOI10.1088/0305-4470/34/7/303zbMath0970.60038arXivcond-mat/0010453OpenAlexW3100885489MaRDI QIDQ2716257
G. de Smedt, Claude Godrèche, Jean-Marc Luck
Publication date: 6 June 2001
Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0010453
Related Items (6)
Persistence of a continuous stochastic process with discrete-time sampling: Non-Markov processes ⋮ Occupation time of a renewal process coupled to a discrete Markov chain ⋮ Statistics of the longest interval in renewal processes ⋮ Real roots of random polynomials and zero crossing properties of diffusion equation ⋮ Generating stochastic trajectories with global dynamical constraints ⋮ Residence times of a Brownian particle with temporal heterogeneity
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