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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Journal of Soviet Ma...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Journal of Soviet Mathematics
Article . 1981 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1981
Data sources: zbMATH Open
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Connection between random curves, changes of time, and regenerative times of stochastic processes

Authors: Kharlamov, B. P.;

Connection between random curves, changes of time, and regenerative times of stochastic processes

Abstract

The product of spaces Φ × D is considered, where Φ is the set of all continuous, nondecreasing functions ϕ:[0,∞)→(0,∞), ϕ(0)=0, ϕ(t)→∞(t→∞), and D is the set of all right continuous functions ξ:(0,∞)→X; here X is some metric space. Two mappings are defined: the first is the projection q(ϕ,ξ)=ξ, and the second is the change of time U(ϕ,ξ)=ξoϕ. The following equivalence relation is defined on D: $$\xi _1 \sim \xi _2 \Leftrightarrow \exists _{\varphi _1 , \varphi _1 } \in \Phi :\xi _1 ^\circ \varphi _1 = \xi _2 ^\circ \varphi _2 $$ . Letℳ be the set of all equivalence classes, and let L be the mapping ξ4∼ξ2, Lξ is called the curve corresponding to ξ. The following theorem is proved: two stochastic processes with probability measures P1 and P2 on D possess identical random curves (i.e.,P1oL−1=P2oL−1) if and only if there exist two changes of time (i.e., probability measures Q1 and Q2 on ϕ×D for which P1=Q1oq−1, P2=Q2oq−1 which take these two processes into a process with measure\(\tilde P\)(i.e., Q1ou−1=Q2ou−1,=∼P) If (Px1)x∈X and (Px2)x∈X are two families of probability measures for which Px1oL−1=Px2oL−1∀x∈X then for each x e X the corresponding measures QX1 andQX2 can be found in the following manner. The set of regenerative times of the family\(\left( {\tilde P_x } \right)_{x \in X} \) contains all stopping times which are simultaneously regenerative times of the families (px1)x∈X and (Px2)x∈X and possess a certain special property of first intersection.

Keywords

Foundations of stochastic processes, regenerative times, changes of time, random curves

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
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