Open AccessSome Local Asymptotic Laws for the Cauchy Process on the Line
Author(s) -
A.C. Okoroafor
Publication year - 2007
Publication title -
journal of applied mathematics and stochastic analysis
Language(s) - English
Resource type - Journals
eISSN - 1687-2177
pISSN - 1048-9533
DOI - 10.1155/2007/81934
Subject(s) - mathematics , monotone polygon , cauchy distribution , process (computing) , cauchy problem , mathematical analysis , initial value problem , geometry , computer science , operating system
This paper investigates the lim inf behavior of the sojourn time process and the escape rate process associated with the Cauchy process on the line. The monotone functions associated with the lower asymptotic growth rate of the sojourn time are characterized and the asymptotic size of the large values of the escape rate process is developed
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