Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151945 | Statistics & Probability Letters | 2014 | 8 Pages |
Abstract
The letter concerns piecewise deterministic processes controlled by a Markov flow with exponentially, Exp(λn), distributed interarrival times TnTn. Assuming all rates λnλn to be different, we study the distribution of a piecewise linear process with jumps.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Nikita Ratanov,