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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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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spelling 4ab98391-ba48-4790-b0fb-e3a748e4361b-12020-05-26T00:01:13Z2020-05-26T00:01:13Z2017This 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. The distribution of particle's position is derived in a closed form. In some special cases the distributions of the level passage times are provided explicitly. © 2017 Elsevier B.V.application/pdfhttps://doi.org/10.1016/j.spl.2017.08.0101677152https://repository.urosario.edu.co/handle/10336/23332engElsevier B.V.8678Statistics and Probability LettersVol. 131Statistics and Probability Letters, ISSN:1677152, Vol.131,(2017); pp. 78-86https://www.scopus.com/inward/record.uri?eid=2-s2.0-85031720579&doi=10.1016%2fj.spl.2017.08.010&partnerID=40&md5=38458b2fd330935e3fe068a8b97bbcbcAbierto (Texto Completo)http://purl.org/coar/access_right/c_abf2instname:Universidad del Rosarioreponame:Repositorio Institucional EdocURContinuous-time homogeneous Markov chainFirst passage timePiecewise linear processRenewal processPiecewise linear process with renewal starting pointsarticleArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501Ratanov N.ORIGINAL1-s2-0-S0167715217302705-main.pdfapplication/pdf536730https://repository.urosario.edu.co/bitstreams/4d6e9f54-2b2d-4a1d-b88e-db76f4117b89/downloadf3358944990d94864bbe3253d118d3afMD51TEXT1-s2-0-S0167715217302705-main.pdf.txt1-s2-0-S0167715217302705-main.pdf.txtExtracted texttext/plain23015https://repository.urosario.edu.co/bitstreams/4a459429-e434-4fa7-96d6-b08e5b281d21/downloadfe675eff1c681a4586cf2db380fd0023MD52THUMBNAIL1-s2-0-S0167715217302705-main.pdf.jpg1-s2-0-S0167715217302705-main.pdf.jpgGenerated Thumbnailimage/jpeg4101https://repository.urosario.edu.co/bitstreams/85a0835b-0095-488a-a781-59b3337be696/download48290deb8f5960e62d4861575b90e866MD5310336/23332oai:repository.urosario.edu.co:10336/233322022-05-02 07:37:21.462217https://repository.urosario.edu.coRepositorio institucional EdocURedocur@urosario.edu.co
dc.title.spa.fl_str_mv Piecewise linear process with renewal starting points
title Piecewise linear process with renewal starting points
spellingShingle Piecewise linear process with renewal starting points
Continuous-time homogeneous Markov chain
First passage time
Piecewise linear process
Renewal process
title_short Piecewise linear process with renewal starting points
title_full Piecewise linear process with renewal starting points
title_fullStr Piecewise linear process with renewal starting points
title_full_unstemmed Piecewise linear process with renewal starting points
title_sort Piecewise linear process with renewal starting points
dc.subject.keyword.spa.fl_str_mv Continuous-time homogeneous Markov chain
First passage time
Piecewise linear process
Renewal process
topic Continuous-time homogeneous Markov chain
First passage time
Piecewise linear process
Renewal process
description 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. The distribution of particle's position is derived in a closed form. In some special cases the distributions of the level passage times are provided explicitly. © 2017 Elsevier B.V.
publishDate 2017
dc.date.created.spa.fl_str_mv 2017
dc.date.accessioned.none.fl_str_mv 2020-05-26T00:01:13Z
dc.date.available.none.fl_str_mv 2020-05-26T00:01:13Z
dc.type.eng.fl_str_mv article
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dc.identifier.doi.none.fl_str_mv https://doi.org/10.1016/j.spl.2017.08.010
dc.identifier.issn.none.fl_str_mv 1677152
dc.identifier.uri.none.fl_str_mv https://repository.urosario.edu.co/handle/10336/23332
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https://repository.urosario.edu.co/handle/10336/23332
identifier_str_mv 1677152
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dc.relation.citationStartPage.none.fl_str_mv 78
dc.relation.citationTitle.none.fl_str_mv Statistics and Probability Letters
dc.relation.citationVolume.none.fl_str_mv Vol. 131
dc.relation.ispartof.spa.fl_str_mv Statistics and Probability Letters, ISSN:1677152, Vol.131,(2017); pp. 78-86
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