scholarly journals Mean Absorption Time

2020 ◽  
Author(s):  
Keyword(s):  
Absorption Time ◽  
Mean Absorption Time

Mean Absorption Time (MAT)

2016 ◽  
Author(s):  
Monica Nordberg ◽  
Douglas M. Templeton ◽  
Ole Andersen ◽  
John H. Duffus
Keyword(s):  
Absorption Time ◽  
Mean Absorption Time

A temporal factorization at the maximum for certain positive self-similar Markov processes

2020 ◽  
Vol 57 (4) ◽  
pp. 1045-1069
Author(s):  
Matija Vidmar
Keyword(s):  
Markov Process ◽  
Laplace Transform ◽  
Markov Processes ◽  
Absorption Time ◽  
The Laplace Transform ◽  
Self Similar

AbstractFor a spectrally negative self-similar Markov process on $[0,\infty)$ with an a.s. finite overall supremum, we provide, in tractable detail, a kind of conditional Wiener–Hopf factorization at the maximum of the absorption time at zero, the conditioning being on the overall supremum and the jump at the overall supremum. In a companion result the Laplace transform of this absorption time (on the event that the process does not go above a given level) is identified under no other assumptions (such as the process admitting a recurrent extension and/or hitting zero continuously), generalizing some existing results in the literature.

Absorption time by a random trap distribution

1980 ◽  
Vol 21 (7) ◽  
pp. 1643-1645 ◽  
Author(s):  
Herbert B. Rosenstock
Keyword(s):  
Absorption Time
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