Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol88.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
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
The performance of the algorithm is strongly linked to the presence or absence of phase transition for the Gibbs distribution; the convergence time being approximately linear
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 Mathematics, Vol. On optimal controls in the problem of locally absolutely continuous change of measure. Proceedings of the fourth International Vilnius Conference, Vol. 1,
In this paper, we are interested in the one-dimensional porous medium equation when the initial condition is the distribution function of a probability measure. We associate a
This approach is extended in Section 4 to neutral to the right processes on the integers as the de Finetti’s measure of the sequence of 0-blocks of a recurrent reinforced random
In all but the most trivial settings Euler equation estimation in saddlepath stable systems is faced with a fundamental identification problem: the Euler equation allows for an
