Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol87.Issue1.2000:
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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
In this section, we will prove a large deviation principle of an average form for the Brownian motion on conguration space.. We assume, for example, the
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
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
We prove a strong approximation for the spatial Kesten–Spitzer random walk in random scenery by a Wiener process.. All
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
We rst introduce the class of Markov processes with jumps for which one can apply the result of Picard (1996) for the existence of smooth densities and of Picard (1997b) for
