Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol92.Issue1.2001:
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We study the asymptotic behaviour of non-linear functionals of regularizations by convolution of this process and apply these results to the estimation of the variance of
This is seen most clearly in the following version of the V -Uniform Ergodic Theorem of Meyn and Tweedie (1993), which establishes an equivalence between a form of geometric
In Section 4 we obtain the asymptotic velocity of a second class particle for the zero-range process in a non-homogeneous environment and use this result to prove the main
Applying this lemma, one can conclude that, for example, the normal distribution, Weibull distributions with the parameter p¿ 1 and Poisson distribution have a light right tail..
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: Levy processes; Processes of Ornstein–Uhlenbeck type; Stationary solution; Stochastic delay dierential
This approach is extended in Section 4 to neutral to the right processes on the integers as the de Finetti’s measure of the sequence of 0-blocks of a recurrent reinforced random
In this paper, we obtain an integral expression for the probability density function g x of q under the assumption that the population process Z is a time homogeneous linear birth
