Ballot theorems and sojourn laws for stationary processes
type: Item
instance of: scholarly article
title: Ballot theorems and sojourn laws for stationary processes
zbMATH Open document ID: 0961.60045
author: Olav Kallenberg
published in: The Annals of Probability
publication date: 2001-05-21T00:00:00Z
review text: The author starts with a survey on the history of ballot theorems and sojourn laws. The most recent progress in this area is connected with processes with cyclically stationary increments. The author extends these results to infinite stationary sequences and stationary processes. All previously known versions are special cases of the new results.
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 1496117
zbMATH Keywords: increasing sequences and processes
zbMATH Keywords: maximum identities and inequalities
zbMATH Keywords: sojourn and maximum times
zbMATH Keywords: mean occupation measure
zbMATH Keywords: ballot theorems
zbMATH Keywords: stationary processes
zbMATH Keywords: cyclically stationary increments
reviewed by: Andriy Olenko
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1022874825
OpenAlex ID: W2013310737
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DOI: 10.1214/AOP/1022874825
description: scientific article; zbMATH DE number 1496117