Jump statistics, sojourn times, fluctuation dynamics and ergodic behavior for Markov processes in continuous time with a finite number of states

Physica A: Statistical Mechanics and its Applications

Volumn 243, Issue 3-4, 1997, Pages 319-339

  Vlad, Marcel Ovidiu ^a,b   Ross, John ^a   Mackey, Michael C ^c  

^a STANFORD UNIVERSITY   (United States)

^b INSTITUTE OF MATHEMATICAL STATISTICS AND APPLIED MATHEMATICS   (Romania)

^c MCGILL UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; FUNCTIONS; MATHEMATICAL MODELS; PROBABILITY;

CROSS CORRELATION FUNCTIONS; ERGODIC PROPERTIES; SOJOURN TIMES; STOCHASTIC LIOUVILLE EQUATION; VAN KAMPEN'S APPROACH;

MARKOV PROCESSES;

EID: 0031237929     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(97)00264-1     Document Type: Article

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