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Some Local Asymptotic Laws for the Cauchy Process on the Line.

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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]
Copyright of Journal of Applied Mathematics & Stochastic Analysis is the property of Wiley-Blackwell and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
Database: Engineering Source
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DbLabel: Engineering Source
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  Data: Some Local Asymptotic Laws for the Cauchy Process on the Line.
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  Data: <searchLink fieldCode="DE" term="%22Cauchy+transform%22">Cauchy transform</searchLink><br /><searchLink fieldCode="DE" term="%22Stochastic+analysis%22">Stochastic analysis</searchLink><br /><searchLink fieldCode="DE" term="%22Local+times+%28Stochastic+processes%29%22">Local times (Stochastic processes)</searchLink><br /><searchLink fieldCode="DE" term="%22Monotone+operators%22">Monotone operators</searchLink><br /><searchLink fieldCode="DE" term="%22Growth+rate%22">Growth rate</searchLink><br /><searchLink fieldCode="DE" term="%22Lévy+processes%22">Lévy processes</searchLink>
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  Data: 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]
– Name: AbstractSuppliedCopyright
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  Group: Ab
  Data: <i>Copyright of Journal of Applied Mathematics & Stochastic Analysis is the property of Wiley-Blackwell and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.)
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      – Type: doi
        Value: 10.1155/2007/81934
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      – Code: eng
        Text: English
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      Pagination:
        PageCount: 9
        StartPage: 1
    Subjects:
      – SubjectFull: Cauchy transform
        Type: general
      – SubjectFull: Stochastic analysis
        Type: general
      – SubjectFull: Local times (Stochastic processes)
        Type: general
      – SubjectFull: Monotone operators
        Type: general
      – SubjectFull: Growth rate
        Type: general
      – SubjectFull: Lévy processes
        Type: general
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      – TitleFull: Some Local Asymptotic Laws for the Cauchy Process on the Line.
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            – D: 01
              M: 01
              Text: Jan2007
              Type: published
              Y: 2007
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