Pregled bibliografske jedinice broj: 833111
Limits of renewal processes and Pitman-Yor distribution
Limits of renewal processes and Pitman-Yor distribution // Electronic communications in probability, 20 (2015), 51, 13 doi:10.1214/ECP.v20-4080 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 833111 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Limits of renewal processes and Pitman-Yor distribution
Autori
Basrak, Bojan
Izvornik
Electronic communications in probability (1083-589X) 20
(2015);
51, 13
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Dynkin–Lamperti theorem ; invariance principle ; Pitman–Yor distribution ; point process ; renewal process ; regular variation
Sažetak
We consider a renewal process with regularly varying stationary and weakly dependent steps, and prove that the steps made before a given time t, satisfy an interesting invariance principle. Namely, together with the age of the renewal process at time t, they converge after scaling to the Pitman–Yor distribution. We further discuss how our results extend the classical Dynkin–Lamperti theorem.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
HRZZ-IP-2013-11-3526 - Stohastičke metode u analitičkim i primijenjenim problemima (SMAAP) (Vondraček, Zoran, HRZZ - 2013-11) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Profili:
Bojan Basrak
(autor)
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
