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Ergodic theorems for stress release processes

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  • Xiaogu, Zheng

Abstract

This paper is devoted to a class of piecewise determined Markov processes, stress release processes. The models describe the regime of stress built up linearly by tectonic force and released incidentally by earthquakes. A structure of the processes is given, and Harris ergodicity and geometrical ergodicity of the processes are studied.

Suggested Citation

  • Xiaogu, Zheng, 1991. "Ergodic theorems for stress release processes," Stochastic Processes and their Applications, Elsevier, vol. 37(2), pages 239-258, April.
    • Handle: RePEc:eee:spapps:v:37:y:1991:i:2:p:239-258
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    Cited by:

    1. Zhu, Lingjiong, 2013. "Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 544-550.
    2. Borovkov, K. & Novikov, A., 2001. "On a piece-wise deterministic Markov process model," Statistics & Probability Letters, Elsevier, vol. 53(4), pages 421-428, July.

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