Pregled bibliografske jedinice broj: 833115
On randomly spaced observations and continuous-time random walks
On randomly spaced observations and continuous-time random walks // Journal of applied probability, 53 (2016), 3; 888-898 doi:10.1017/jpr.2016.47 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 833115 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
On randomly spaced observations and continuous-time random walks
Autori
Basrak, Bojan ; Špoljarić, Drago
Izvornik
Journal of applied probability (0021-9002) 53
(2016), 3;
888-898
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Extreme value theory ; point process ; renewal process ; continuous-time random walk ; excursion ; sojourn time
Sažetak
We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy-tailed steps, the limiting behavior of extreme observations until a given time t tends to be rather involved. We describe the asymptotics and extend several partial results which appeared in this setting. The theory is applied to determine the asymptotic distribution of maximal excursions and sojourn times for continuous-time random walks.
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,
Rudarsko-geološko-naftni fakultet, Zagreb
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
Uključenost u ostale bibliografske baze podataka::
- MathSciNet
- Zentrallblatt für Mathematik/Mathematical Abstracts
