Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol90.Issue2.2000:
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Provided a weak uniform countable additivity condition is satised, we show that there are a nite number of orthogonal invariant measures under the usual drift criterion, and
We employ the interlacing construction to show that the solutions ofstochastic dierential equations on manifolds which are written in Marcus canonical form and driven by
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
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 section we will show (i) that the zero-avoiding transition probabilities (3) are just non-coincidence probabilities of a set of independent and dissimilar Poisson pro-
Note that Iosifescu and Grigorescu (1990) present a wide range of pointwise a.s., log–log laws and weak convergence results and some invariance principles for dependent
Hong (1995) has shown that if X 1 ; X 2 ; : : : are jointly symmetric, pairwise independent and identically distributed with a nite second moment, then the central limit theorem
This article uses long-term cross-country data to examine the Fisher hypothesis that nominal interest rates respond point-for-point to changes in the expected inflation rate..
