Abstract
A limit theorem for the maximum processes of a class of null recurrent linear diffusions is proved. The limiting distribution is a mixture of the Mittag-Leffler distribution.
Citation
Yuji Kasahara. Genki Tahara. "Limiting distribution of the maximum of a null recurrent diffusion process." Kodai Math. J. 35 (3) 629 - 641, October 2012. https://doi.org/10.2996/kmj/1352985458
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