Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol89.Issue2.2000:
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Limit distributions of integral functionals for time-homogeneous Markov processes are well studied for ergodic positive recurrent processes.. For instance, the limit distributions
In this paper, we study small ball probabilities for Gaussian Markov processes under the L p -norms, which can also be viewed as for Brownian motion under weighted.. L
Starting with a single particle of each type, and xing the infection rate for one of the types, we show that mutual unbounded growth has probability 0 for all but at most countably
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),
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
However, they prove the existence of stable outcomes and the lattice property of the core for a particular case of this model, which does not include the continuous market as it
Other concepts, like the one of Evolutionarily Stable Strategy (see e.g. Weibull, 1995), require a symmetric profile to be resistant to the appearance of a small proportion of
