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What is Occupation Time Statistics in Renewal Processes about?

This document summarizes research on the statistics of occupation time and related variables for stochastic processes with independent time intervals. It discusses how the probability density functions of these variables scale differently depending on whether the distribution of time intervals is narrow, broadly distributed with index θ < 1, or broadly distributed with index 1 < θ < 2. The document also reviews previous work on occupation time statistics for simple random walks and Brownian motion, and disc

Author

Luis Ivan Hernández Ruíz

Language

EN