Statistics of the occupation time of renewal processes

dc.creatorGodreche, C.
dc.creatorLuck, J. M.
dc.date2000-10-26
dc.date.accessioned2026-07-25T21:42:07Z
dc.descriptionWe present a systematic study of the statistics of the occupation time and related random variables for stochastic processes with independent intervals of time. According to the nature of the distribution of time intervals, the probability density functions of these random variables have very different scalings in time. We analyze successively the cases where this distribution is narrow, where it is broad with index $θ<1$, and finally where it is broad with index $1<θ<2$. The methods introduced in this work provide a basis for the investigation of the statistics of the occupation time of more complex stochastic processes (see joint paper by G. De Smedt, C. Godrèche, and J.M. Luck).
dc.description32 pages, latex
dc.identifierhttps://arxiv.org/abs/cond-mat/0010428
dc.identifierhttp://arxiv.org/abs/cond-mat/0010428
dc.identifierJournal of Statistical Physics 104 (2001), 489-524.
dc.identifier.urihttps://dspace.dare.co.zw/handle/123456789/82046
dc.subjectStatistical Mechanics
dc.titleStatistics of the occupation time of renewal processes
dc.typetext

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