Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol88.Issue2.2000:
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In a previous paper (Hambly, 1997), a natural Brownian motion on a random recursive Sierpinski gasket was constructed and relatively crude estimates obtained on its transition
We establish several methods for constructing stationary self-similar random elds (ssf ’s) on the integer lattice by “random wavelet expansion”, which stands for representation
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
random variables n ; n are in the domain of attraction of an -stable random variable, the limit is the complex harmonizable fractional stable motion (Pipiras and Taqqu, 2000c),
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
Motivated by Barron (1986, Ann. 140, 339 –371), we prove a version of the Lindeberg–Feller Theorem, showing normal convergence of the normalised sum of independent, not
In this section, we use part (DP1) of the dynamic programming principle stated in Proposition 4.1 in order to prove that the value function v(t; s; y) dened in (2.8) is
In this section, we prove a class of lower bounds for 1 ( L ) and an upper bound of the Cheeger’s constant for a reversible Markov chain (discrete or continuous time) on R n
