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  • 60G17  (1)
  • Inviscid Burgers equation  (1)
  • Mathematics Subject Classification (1991): 60J30  (1)
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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Probability theory and related fields 103 (1995), S. 317-327 
    ISSN: 1432-2064
    Keywords: 60G17 ; 60J25
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary LetG=(G(t),t≧0) be the process of last passage times at some fixed point of a Markov process. The Dynkin-Lamperti theorem provides a necessary and sufficient condition forG(t)/t to converge in law ast→∞ to some non-degenerate limit (which is then a generalized arcsine law). Under this condition, we give a simple integral test that characterizes the lower-functions ofG. We obtain a similar result forA +=(A + (t),t≧0), the time spent in [0, ∞) by a real-valued diffusion process, in connection with Watanabe's recent extension of Lévy's second arcsine law.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Probability theory and related fields 114 (1999), S. 97-121 
    ISSN: 1432-2064
    Keywords: Mathematics Subject Classification (1991): 60J30
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract. We investigate the nature of the intersection of two independent regenerative sets. The approach combines Bochners subordination and potential theory for a pair of Markov processes in duality.
    Type of Medium: Electronic Resource
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Journal of statistical physics 91 (1998), S. 655-667 
    ISSN: 1572-9613
    Keywords: Inviscid Burgers equation ; random initial velocity ; large deviations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract We consider the inviscid Burgers equation where the initial datum is given by a stable (Lévy) noise. The asymptotic behavior of the tail distribution of the solution is described; the decay is much faster in the case when the stable noise is completely skewed to the left.
    Type of Medium: Electronic Resource
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