Time-changes of self-similar Markov processes
J. Vuolle-Apiala (1989)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “Occupation time sets of supports of continuous additive functionals”
Time-changes of self-similar Markov processes
Additive functionals of Markov processes and stochastic systems
Evgeny B. Dynkin (1975)
Annales de l'institut Fourier
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Intuitively, an additive functional of a stochastic process gives a method to measure time taking into account the development of the process. We associate with any set of states the mathematical expectation of time belongs to . In this way, we establish to one-to-one correspondence between all the normal additive functionals of a Markov process and all the -finite measures on the state space which charge no inaccessible set. This is proved under the condition that transition...
Markov processes and their last exit distributions
Joseph Glover (1982)
Annales scientifiques de l'Université de Clermont. Mathématiques
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Some limit theorems for local time
R. K. Getoor, P. W. Millar (1972)
Compositio Mathematica
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Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric
Anna Walczuk (2008)
Annales UMCS, Mathematica
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We study the question of the law of large numbers and central limit theorem for an additive functional of a Markov processes taking values in a Polish space that has Feller property under the assumption that the process is asymptotically contractive in the Wasserstein metric.
Remarks on the hypotheses of duality
Robert T. Smythe (1974)
Séminaire de probabilités de Strasbourg
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On the large deviations of a class of modulated additive processes
Ken R. Duffy, Claudio Macci, Giovanni Luca Torrisi (2011)
ESAIM: Probability and Statistics
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We prove that the large deviation principle holds for a class of processes inspired by semi-Markov additive processes. For the processes we consider, the sojourn times in the phase process need not be independent and identically distributed. Moreover the state selection process need not be independent of the sojourn times. We assume that the phase process takes values in a finite set and that the order in which elements in the set, called states, are visited is selected stochastically....
On the large deviations of a class of modulated additive processes
Ken R. Duffy, Claudio Macci, Giovanni Luca Torrisi (2012)
ESAIM: Probability and Statistics
Similarity:
We prove that the large deviation principle holds for a class of processes inspired by semi-Markov additive processes. For the processes we consider, the sojourn times in the phase process need not be independent and identically distributed. Moreover the state selection process need not be independent of the sojourn times. We assume that the phase process takes values in a finite set and that the order in which elements in the set, called states, are visited is selected stochastically....