19 citations · 62 across the 15 of their papers we have counts for
12 papers · 1 filter
Entrance and sojourn times for Markov chains. Application to -random walks
Valentina Cammarota, Aimé Lachal
In this paper, we provide a methodology for computing the probability distribution of sojourn times for a wide class of Markov chains. Our methodology consists in writing out linea…
First exit time from a bounded interval for pseudo-processes driven by the equation
Aimé Lachal
Let be a positive integer. We consider pseudo-Brownian motion driven by the high-order heat-type equation $\partial/\partial t=(-1)^{N-1}\partial^{2N}/\part…
A random walk model related to the clustering of membrane receptors
Aimé Lachal
In a cellular medium, the plasmic membrane is a place of interactions between the cell and its direct external environment. A classic model describes it as a fluid mosaic. The flui…
A survey on the pseudo-process driven by the high-order heat-type equation concerning the first hitting times and sojourn times
Aimé Lachal
Fix an integer n>2 and let be the pseudo-process driven by the high-order heat-type equation . The denomination "p…
From pseudo-random walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval
Aimé Lachal
Let be a positive integer, be a positive constant and be a sequence of independent identically distributed pseudo-random variables. We assume that the $U_n…
Sojourn time in an union of intervals for diffusions
Aimé Lachal
We give a method for computing the iterated Laplace transform of the sojourn time in an union of intervals for linear diffusion processes. This random variable comes from a model o…