Let {Xti t ~ O} be a Markov process in Rl, and break up the path X t into (random) component pieces consisting of the zero set ({ tlX = O}) and t the "excursions away from 0," that is pieces of path X. : T ::5 s ::5 t, with Xr- = X = 0, but X. 1= 0 for T
Book Details
- Country: US
- Published: 2012-12-06
- Publisher: Springer Science & Business Media
- Language: English
- Pages: 276
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