Hostname: page-component-586b7cd67f-2plfb Total loading time: 0 Render date: 2024-11-30T23:58:41.652Z Has data issue: false hasContentIssue false
  • English
  • Français

Sojourn times, fluctuation and rare events; the role of jitter

Published online by Cambridge University Press:  01 July 2016

J. Keilson
J. Keilson*
Affiliation:
University of Rochester
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
I. Invited Review and Research Papers
Information
Advances in Applied Probability , Volume 6 , Issue 2 , June 1974 , pp. 197 - 200
Copyright
Copyright © Applied Probability Trust 1974 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Cramer, H. and Leadbetter, M. R. (1965) Stationary and Related Stochastic Properties. John Wiley, New York.Google Scholar
[2] KEILSON, J. (1966) A technique for discussing the passage time distribution for stable systems. J. R. Statist. Soc. B 28, 477–486.Google Scholar
[3] Keilson, J. (1966) A limit theorem for passage times in ergodic regenerative processes. Ann. Math. Statist. 37, 866–870.Google Scholar
[4] Keilson, J. (1973) Sojourn times, exit times, and jitter in multivariate Markov processes. Technical Report no. 78, Stanford University.Google Scholar
[5] Darroch, J. N. and Seneta, E. (1967) On quasi-stationary distributions in absorbing continuous-time finite Markov chains. J. Appl. Prob. 4, 192–196.Google Scholar