Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol87.Issue1.2000:
Teks penuh
Dokumen terkait
Limit theorems for sums of independent random variables dened on a two-dimensional random walk. An embedding for the Kesten–Spitzer random walk in
Then we prove that if the drift is ane or 1-periodic in the second variable, then the solution is reciprocal (Theorems 4.7 and 4.8); we exhibit other drifts coecients with the
A problem which often comes up is to justify optional stopping, and this is the topic of this paper; i.e., let { F t } t¿ 0 be any standard (augmented and right continuous)
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
tion we study extremes of R n -valued Gaussian processes with strongly dependent component processes, and of totally skewed moving averages of -stable motions.. Further we prove
When the derivatives of f do not change sign, then pairs of Gauss and Gauss–Radau quadrature rules can be applied to determine upper and lower bounds for E m f as described in [3],
