Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol92.Issue2.2001:
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In Section 3, we apply this result to general linear functionals of the periodogram and in Section 4, we state a functional central limit theorem for the empirical spectral
Limit distributions of integral functionals for time-homogeneous Markov processes are well studied for ergodic positive recurrent processes.. For instance, the limit distributions
The topic of estimating rates of convergence in the functional central limit theorem (FCLT) for martingales has been studied for a long time, but optimal results were found only
We prove existence, uniqueness and comparison theorems for a class of parabolic semilinear stochastic partial dierential equations with nonlinearities of polynomial growth in the
We use martingale methods to obtain an explicit formula for the expected wet period of the nite dam of capacity V , where the amounts of inputs are i.i.d exponential random
Convergence of the nite-dimensional marginals has been shown for a variety of models including: the voter model (Cox and Grieath, 1986), interacting diusions on the hierarchical
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
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
