Articles with "additive processes" as a keyword



Characterization and simulation of bi-Gaussian surfaces induced by material transfer and additive processes

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Published in 2019 at "Tribology International"

DOI: 10.1016/j.triboint.2019.03.032

Abstract: Abstract Most researchers characterize and simulate surface topographies from a classical single-stratum perspective, however some have started to understand topographies from a bi-Gaussian stratified viewpoint. For the first time, a continuous characterization method and a… read more here.

Keywords: characterization; gaussian surfaces; additive processes; surfaces induced ... See more keywords
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Exponential functionals of Markov additive processes

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Published in 2020 at "Electronic Journal of Probability"

DOI: 10.1214/20-ejp441

Abstract: We provide necessary and sufficient conditions for convergence of exponential integrals of Markov additive processes. Other than in the classical L\'evy case studied by Erickson and Maller we have to distinguish between almost sure convergence… read more here.

Keywords: markov additive; additive processes; exponential functionals; functionals markov ... See more keywords