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Journal of Mathematical Sciences

, Volume 204, Issue 1, pp 148–154 | Cite as

Nondecreasing Continuous Semi-Markov Processes: Asymptotics and Asymmetry

  • S. S. Rasova
  • B. P. Harlamov
Article
  • 45 Downloads

The authors consider a nondecreasing continuous random process for which a family of the first hitting times for levels x > 0 forms a Lévy process with positive increments. For a class of such processes with Lévy density e −u/u α, 1 ≤ α < 2, asymptotics of the first three moments of their one-dimensional distributions as t goes to infinity are derived. Bibliography: 8 titles.

Keywords

Asymptotic Formula Sample Path Wiener Process Laplace Transformation Central Moment 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Reference

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Copyright information

© Springer Science+Business Media New York 2014

Authors and Affiliations

  1. 1.Institute of Problems of Mechanical Engineering of RASSt. PetersburgRussia

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