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Piecewise linear process with renewal starting points

dc.creatorRatanov N.spa
dc.date.accessioned2020-05-26T00:01:13Z
dc.date.available2020-05-26T00:01:13Z
dc.date.created2017spa
dc.description.abstractThis paper concerns a Markovian piecewise linear process, based on a continuous-time Markov chain with a finite state space. The process describes the movement of a particle that takes a new linear trend starting from a new random point (with state-dependent distribution) after each trend switch. The distribution of particle's position is derived in a closed form. In some special cases the distributions of the level passage times are provided explicitly. © 2017 Elsevier B.V.eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1016/j.spl.2017.08.010
dc.identifier.issn1677152
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/23332
dc.language.isoengspa
dc.publisherElsevier B.V.spa
dc.relation.citationEndPage86
dc.relation.citationStartPage78
dc.relation.citationTitleStatistics and Probability Letters
dc.relation.citationVolumeVol. 131
dc.relation.ispartofStatistics and Probability Letters, ISSN:1677152, Vol.131,(2017); pp. 78-86spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85031720579&doi=10.1016%2fj.spl.2017.08.010&partnerID=40&md5=38458b2fd330935e3fe068a8b97bbcbcspa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.keywordContinuous-time homogeneous Markov chainspa
dc.subject.keywordFirst passage timespa
dc.subject.keywordPiecewise linear processspa
dc.subject.keywordRenewal processspa
dc.titlePiecewise linear process with renewal starting pointsspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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