Extreme sojourns for random walks and birth-and-death processes

DOI10.1080/15326348608807043zbMath0611.60061OpenAlexW1984784350MaRDI QIDQ3750737

Simeon M. Berman

Publication date: 1986

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326348608807043

zbMATH Keywords

compound Poisson distributionsrecurrent random walkrecurrent birth-and-death process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (2)

Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains. ⋮ Extrema of a Gaussian random field: Berman's sojourn time method

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