Brownian local times.
Central limit theorem for hitting times of functionals of Markov jump processes
A sample of i.i.d. continuous time Markov chains being defined, the sum over each component of a real function of the state is considered. For this functional, a central limit theorem for the first hitting time of a prescribed level is proved. The result extends the classical central limit theorem for order statistics. Various reliability models are presented as examples of applications.
Central limit theorem for hitting times of functionals of Markov jump processes
A sample of i.i.d. continuous time Markov chains being defined, the sum over each component of a real function of the state is considered. For this functional, a central limit theorem for the first hitting time of a prescribed level is proved. The result extends the classical central limit theorem for order statistics. Various reliability models are presented as examples of applications.
Correlation asymptotics from large deviations in dynamical systems with infinite measure
We extend a result of Doney [Probab. Theory Related Fields 107 (1997)] on renewal sequences with infinite mean to renewal sequences of operators. As a consequence, we get precise asymptotics for the transfer operator and for correlations in dynamical systems preserving an infinite measure (including intermittent maps with an arbitrarily neutral fixed point).
Correlation lengths for random polymer models and for some renewal sequences.
Cost analysis of a redundant system using GERT.
Curvature measures and fractals [Book]
Curve crossing for the reflected Lev́y process at zero and infinity.
Detecting Changes in a Multivariate Renewal Process.
Eine Modifikation des Palmschen Modells für grosse Mehrmaschinenbedienungssysteme
Erneuerungsprozesse.
Erneuerungsprozesse mit Wartungsstrategien.
Erneuerungssätze für Prozesse mit stationären unabhängigen Zuwächsen.
Error estimates in -dimensional renewal theory
Error Estimates in Renewal Theory
Estimation of the rarefying function
Exact convergence rates in Erdös-Rényi type theorems for renewal processes
Extremes of interarrival times of a Poisson process under conditioning
Free area estimation in a dynamic germ-grain model with renewal dropping process.
Inferring the residual waiting time for binary stationary time series
For a binary stationary time series define to be the number of consecutive ones up to the first zero encountered after time , and consider the problem of estimating the conditional distribution and conditional expectation of after one has observed the first outputs. We present a sequence of stopping times and universal estimators for these quantities which are pointwise consistent for all ergodic binary stationary processes. In case the process is a renewal process with zero the renewal state...