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Cumulative processes related to event histories.

Cook, Richard, J. 1, Jerald F. Lawless, Ker-Ai Lee (2003)

SORT

Costs or benefits which accumulate for individuals over time are of interest in many life history processes. Familiar examples include costs of health care for persons with chronic medical conditions, the payments to insured persons during periods of disability, and quality of life which is sometimes used in the evaluation of treatments in terminally ill patients. For convenience, here we use the term costs to refer to cost or other cumulative measures. Two important scenarios are (i) where costs...

Cyclic random motions in d -space with n directions

Aimé Lachal (2006)

ESAIM: Probability and Statistics

We study the probability distribution of the location of a particle performing a cyclic random motion in d . The particle can take n possible directions with different velocities and the changes of direction occur at random times. The speed-vectors as well as the support of the distribution form a polyhedron (the first one having constant sides and the other expanding with time t). The distribution of the location of the particle is made up of two components: a singular component (corresponding...

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