Title of article :
Limit distributions of some integral functionals for null-recurrent diffusions
Author/Authors :
Khasminskii، نويسنده , , R.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Pages :
9
From page :
1
To page :
9
Abstract :
The limit distributions as T→∞ of the functional ∫0Tf(X(t)) dt/T are found for one-dimensional null-recurrent Markov processes X(t) under different assumptions concerning local characteristics of X(t) and f. The conditions for the convergence of the distribution of this functional to each distribution in the class of generalized arc-sine law, studied by Lamperti and Watanabe, are obtained.
Keywords :
Generalized arc-sine law , Null-recurrent diffusion
Journal title :
Stochastic Processes and their Applications
Serial Year :
2001
Journal title :
Stochastic Processes and their Applications
Record number :
1576771
Link To Document :
بازگشت