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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Potential Well Spectrum and Hitting Time in Renewal Processes

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Abadi, Miguel ; Cardeno, Liliam ; Gallo, Sandro
Total Authors: 3
Document type: Journal article
Source: Journal of Statistical Physics; v. 159, n. 5, p. 1087-1106, JUN 2015.
Web of Science Citations: 2

The potential well of a state can be interpreted physically as the energy that a stationary process needs to leave the state. We prove that for discrete time renewal processes, the potential well is the right scaling for the hitting and return time distributions of the state. We further detail the potential well spectrum of these processes by giving a complete classification of the states according to their potential well. (AU)

FAPESP's process: 09/09809-1 - Stochastic processes with variable length memory: Monge-Kantorovich problem, bootstrap and particle systems
Grantee:Alexsandro Giacomo Grimbert Gallo
Support Opportunities: Scholarships in Brazil - Post-Doctoral