| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154763 | Statistics & Probability Letters | 2014 | 6 Pages |
Abstract
The Laplace transform of partial sums of the square of a non-centered Gauss–Markov process, conditioning on its starting point, is explicitly computed. The parameters of multiplicative ergodicity are deduced.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Marina Kleptsyna, Alain Le Breton, Bernard Ycart,