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A bivariate distribution in regeneration

Published online by Cambridge University Press:  14 July 2016

Kai Lai Chung
Kai Lai Chung*
Affiliation:
Stanford University
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Abstract

The joint distribution of the time since last exit, and the time until next entrance, into a unique boundary point is given in Formula (1) below. The boundary point may be replaced by a regenerative phenomenon.

Keywords

REGENERATIVE PHENOMENONBOUNDARY THEORYLAST EXITFIRST ENTRANCE

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 12 , Issue 4 , December 1975, pp. 837 - 839
Copyright
Copyright © Applied Probability Trust 1975 

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References

[1] Chung, K. L. (1970) Lectures on Boundary Theory for Markov Chains. Annals of Mathematics Studies No. 65, Princeton University Press.Google Scholar
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[5] Pittenger, A. O. (1970) Boundary decomposition of locally-Hunt processes. Adv. Probability 2, 117–159.Google Scholar
[6] Chung, K. L. (1975) Excursions in Brownian motion (To appear.) Google Scholar