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

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.


Asymptotic Formula Sample Path Wiener Process Laplace Transformation Central Moment 
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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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