Piecewise linear process with renewal starting points

"This paper concerns a Markovian piecewise linear process, based on a continuous-time Markov chain with a finite state space. The process describes the movement of a particle that takes a new linear trend starting from a new random point (with state-dependent distribution) after each trend swit...

Descripción completa

Detalles Bibliográficos
Autor Principal: Ratanov N.
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: Elsevier B.V. 2017
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/23332
https://doi.org/10.1016/j.spl.2017.08.010