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 switch. Th...
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Formato: | Artículo (Article) |
Lenguaje: | Inglés (English) |
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Elsevier B.V.
2017
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Acceso en línea: | https://repository.urosario.edu.co/handle/10336/23332 https://doi.org/10.1016/j.spl.2017.08.010 |