Piecewise linear process with renewal starting points

This paper concerns a Markovian piecewise linear process, based on a continuous-time Markov chain with a finite state space. The process describes the movement of a particle that takes a new linear trend starting from a new random point (with state-dependent distribution) after each trend switch. Th...

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Autores:

Tipo de recurso:

Fecha de publicación:

2017

Institución:

Universidad del Rosario

Repositorio:

Repositorio EdocUR - U. Rosario

Idioma:

eng

OAI Identifier:

oai:repository.urosario.edu.co:10336/23332

Acceso en línea:

https://doi.org/10.1016/j.spl.2017.08.010
https://repository.urosario.edu.co/handle/10336/23332

Palabra clave:

Continuous-time homogeneous Markov chain
First passage time
Piecewise linear process
Renewal process

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