Geodesic
Non-decreasing continuous semi-Markov processes: asymptotics and asymmetry
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 19, Tome 412 (2013), pp. 227-236

Voir la notice de l'article provenant de la source Math-Net.Ru

The authors consider a non-decreasing continuous random process with a family of the first hitting times for levels $x>0$, which form Lévy process with positive increments. Asymptotics of the first three moments of their one-dimensional distributions as t goes to infinity are derived for the case when the Lévy density is $e^{-u}/u^\alpha$ $(1\leq\alpha2)$. 
@article{ZNSL_2013_412_a11,
     author = {S. S. Rasova and B. P. Harlamov},
     title = {Non-decreasing continuous {semi-Markov} processes: asymptotics and asymmetry},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {227--236},
     publisher = {mathdoc},
     volume = {412},
     year = {2013},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2013_412_a11/}
}
TY  - JOUR
AU  - S. S. Rasova
AU  - B. P. Harlamov
TI  - Non-decreasing continuous semi-Markov processes: asymptotics and asymmetry
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2013
SP  - 227
EP  - 236
VL  - 412
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2013_412_a11/
LA  - ru
ID  - ZNSL_2013_412_a11
ER  - 
%0 Journal Article
%A S. S. Rasova
%A B. P. Harlamov
%T Non-decreasing continuous semi-Markov processes: asymptotics and asymmetry
%J Zapiski Nauchnykh Seminarov POMI
%D 2013
%P 227-236
%V 412
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZNSL_2013_412_a11/
%G ru
%F ZNSL_2013_412_a11
S. S. Rasova; B. P. Harlamov. Non-decreasing continuous semi-Markov processes: asymptotics and asymmetry. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 19, Tome 412 (2013), pp. 227-236. http://geodesic.mathdoc.fr/item/ZNSL_2013_412_a11/