Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol90.Issue1.2000:
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In Section 3, we apply this result to general linear functionals of the periodogram and in Section 4, we state a functional central limit theorem for the empirical spectral
Limit distributions of integral functionals for time-homogeneous Markov processes are well studied for ergodic positive recurrent processes.. For instance, the limit distributions
We study a discrete time Markov process with particles being able to perform discrete time random walks and create new particles, known as branching random walk (BRW).. We suppose
We show that for a large class of Levy processes, which include the symmetric stable processes and stable subordinators, a capacitary modulus for the range of the process is given
In this paper a class of small deviation theorems (i.e., the strong limit theorems rep- resented by inequalities) for the averages of the bivariate functions of the sequences
Keywords: Super-Brownian motion; Super-sausage; Branching Brownian motion; Poissonian traps; Hard obstacles.. Introduction and
The solutions to the SDEs are constrained to the domain of convex lower semicontinuous function through a multivalued monotone drift component and a variational inequality..
tion we study extremes of R n -valued Gaussian processes with strongly dependent component processes, and of totally skewed moving averages of -stable motions.. Further we prove
