Brownian crossings via regeneration times
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Date
2013
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Indian Statistical Institute
Abstract
Description
Keywords
Brownian crossings, Limit theorems, Last entrance times, Renewal equation, Excursions, Semi-martingale, Conditional limit theorems, Regeneration times, Regenerative processes, Tauberian theorems
Citation
Sankhya : The Indian Journal of Statistics , v.75-A, no.2, p.194-210