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The uniform law for sojourn measures of random fields

Author

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  • Borovkov, Konstantin
  • McKinlay, Shaun

Abstract

The uniform law for sojourn times of processes with cyclically exchangeable increments is extended to the case of random fields, with general parameter sets, that possess a suitable invariance property.

Suggested Citation

  • Borovkov, Konstantin & McKinlay, Shaun, 2012. "The uniform law for sojourn measures of random fields," Statistics & Probability Letters, Elsevier, vol. 82(9), pages 1745-1749.
    • Handle: RePEc:eee:stapro:v:82:y:2012:i:9:p:1745-1749
    DOI: 10.1016/j.spl.2012.05.011
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    References listed on IDEAS

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    1. Fitzsimmons, P. J. & Getoor, R. K., 1995. "Occupation time distributions for Lévy bridges and excursions," Stochastic Processes and their Applications, Elsevier, vol. 58(1), pages 73-89, July.
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