Brownian crossings via regeneration times

DOI10.1007/s13171-013-0027-yzbMath1274.60074OpenAlexW2030652285MaRDI QIDQ369389

B. Rajeev, Krishna B. Athreya

Publication date: 24 September 2013

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-013-0027-y

zbMATH Keywords

excursionsTauberian theoremslimit theoremsrenewal equationregenerative processesconditional limit theoremsregeneration timesBrownian crossingslast entrance timessemi-martingales

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Markov renewal processes, semi-Markov processes (60K15)

Related Items (2)

Weak convergence of the past and future of Brownian motion given the present ⋮ Stochastic model for barrier crossings and fluctuations in local timescale

Cites Work

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• Probability theory.
• On Occupation Times for Markoff Processes
• Infinite-dimensional elliptic equations and operators of Lévy type
• Ergodic Property of the Brownian Motion Process

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