Bibliographic Details
| Title: |
Some Local Asymptotic Laws for the Cauchy Process on the Line. |
| Authors: |
Okoroafor, A. Chukwuemeka |
| Source: |
Journal of Applied Mathematics & Stochastic Analysis. Jan2007, p1-9. 9p. |
| Subjects: |
Cauchy transform, Stochastic analysis, Local times (Stochastic processes), Monotone operators, Growth rate, Lévy processes |
| Abstract: |
This paper investigates the lim inf behavior of the sojourn time process and the escape rate process associated with the Cauchy process on the line. The monotone functions associated with the lower asymptotic growth rate of the sojourn time are characterized and the asymptotic size of the large values of the escape rate process is developed. [ABSTRACT FROM AUTHOR] |
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| Database: |
Engineering Source |
