On the limiting behaviour of a basic stochastic process
- 1 March 1972
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 9 (01) , 202-207
- https://doi.org/10.1017/s0021900200094821
Abstract
Determination of the limiting distributions for a class of mixed-type stochastic processes with state-dependent rates of decline is reduced to the solution of a class of integral equations. For the case where the rate of decline is proportional to the state, some results are obtained by solving the integral equation of the process through Fuchs' method.Keywords
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- The second-order distribution of integrated shot noiseIEEE Transactions on Information Theory, 1959
- On secondary processes generated by a Poisson process and their applications in physicsActa Mathematica Hungarica, 1954