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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
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Abstract

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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 

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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