Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol90.Issue2.2000:
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Limit theorems for sums of independent random variables dened on a two-dimensional random walk. An embedding for the Kesten–Spitzer random walk in
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
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
Keywords: Extreme value; Domain of attraction; Wiener process; Strong approximation; Laws of the iterated logarithm.. For renements we refer to Horvath
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
A large deviation principle is established for stochastic dierential equation systems with slow and fast components and small diusions in the slow component.. 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
Turn-over (i.e. production and consumption) of ethylene was examined in contrasting soil types to evaluate the effect of environmental changes on C 2 H 4 dynamics.. The results
