Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol88.Issue1.2000:
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We study the asymptotic behaviour of non-linear functionals of regularizations by convolution of this process and apply these results to the estimation of the variance of
The strategy of bold play in the game of red and black leads to a number of interesting mathematical properties: the player’s fortune follows a deterministic map, before the
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),
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 paper a class of small deviation theorems (i.e., the strong limit theorems rep- resented by inequalities) for the averages of the bivariate functions of the sequences
It is not dicult to see that the most general classical branching processes that are Markovian in the age structure are those outlined in the introduction, combining a
Part (ii) of Theorem 2.1, apart from being a step in the proof of part (iii), shows that the optimal estimator based on the pre-processed observations (3) can be approximated via
The paper is organized as follows. The main results are stated in Section 2. In Section 3, we construct martingales based on the Poisson equation, and provide Wald equations and
