Multiplicities of a random sausage

Steven N. Evans

Annales de l'I.H.P. Probabilités et statistiques (1994)

  • Volume: 30, Issue: 3, page 501-518
  • ISSN: 0246-0203

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Evans, Steven N.. "Multiplicities of a random sausage." Annales de l'I.H.P. Probabilités et statistiques 30.3 (1994): 501-518. <http://eudml.org/doc/77492>.

@article{Evans1994,
author = {Evans, Steven N.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {random walk; Lévy process; capacity; potential theory; Fredholm integral equations},
language = {eng},
number = {3},
pages = {501-518},
publisher = {Gauthier-Villars},
title = {Multiplicities of a random sausage},
url = {http://eudml.org/doc/77492},
volume = {30},
year = {1994},
}

TY - JOUR
AU - Evans, Steven N.
TI - Multiplicities of a random sausage
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1994
PB - Gauthier-Villars
VL - 30
IS - 3
SP - 501
EP - 518
LA - eng
KW - random walk; Lévy process; capacity; potential theory; Fredholm integral equations
UR - http://eudml.org/doc/77492
ER -

References

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  4. [4] R.K. Getoor, Transience and recurrence of Markov processes, Séminaire de Probabilités XIV, Lecture Notes in Mathematics, Vol. 784, 1980, Springer. Zbl0431.60067MR580144
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  9. [9] J.T. Kent, Eigenvalue expansions for diffusion hitting times, Z. Wahrsheinlichkeitshteorie verw. Gebiete, Vol. 52, 1980, pp. 309-319. Zbl0415.60071MR576891
  10. [10] J. Keilson, Log-concavity and log-convexity in passage time densities of diffusion and birth-death processes, J. Appl. Probab., Vol. 8, 1971, pp. 391-398. Zbl0248.60063MR290461
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  12. [12] K.V. Mardia, J.T. Kent and J.M. Bibby, Multivariate Analysis, Academic Press, London, 1979. Zbl0432.62029MR560319
  13. [13] J. Pitman and M. Yor, A decomposition of Bessel bridges, Z. Wahrscheinlichkeitstheorie verw. Gebiete, Vol. 59, 1982, pp. 425-457. Zbl0484.60062MR656509
  14. [14] F. Riesz and B. Sz.-Nagy, Functional Analysis, Dover, New York, 1990. Zbl0732.47001MR1068530
  15. [15] M. Sharpe, General Theory of Markov Processes, Academic, San Diego, 1988. Zbl0649.60079MR958914
  16. [16] F.W. Steutel, Note on the infinite divisibility of exponential mixtures, Ann. Math. Statist., Vol. 38, 1967, pp. 1303-1305. Zbl0189.51702MR215339
  17. [17] D. Williams, Diffusions, Markov Processes, and Martingales. Volume 1: Foundations, Wiley, New York, 1979. Zbl0402.60003MR531031

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