• Tidak ada hasil yang ditemukan

Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol88.Issue1.2000:

N/A
N/A
Protected

Academic year: 2017

Membagikan "Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol88.Issue1.2000:"

Copied!
1
0
0

Teks penuh

(1)

Stochastic Processes and their Applications 88 (2000) 175

www.elsevier.com/locate/spa

Corrigendum

Corrigendum to “Large deviations for the Fleming-Viot

process with neutral mutation and selection”

[Stochastic Proc. Appl. 77 (1998) 207–232]

1

Donald A. Dawson

a;∗

, Shui Feng

b

aThe Fields Institute, 222 College Street, Toronto, Ont., Canada M5T 3J1

bMcMaster University, Hamilton, Ont., Canada L8S 4K1

The spaceX in Section 2 is the space of all nitely additive, nonnegative, mass one

measures onE. Every element in X has the following unique decomposition:

=ac+s+p;

wherep is a pure nite additive measure, ac ands are both countably additive with

ac.0; s⊥0. A nonnegative nite additive measure is called pure nite additive if

there is no nonzero, nonnegative, countably additive measure that is less than it. An element in X is a probability measure if and only if p(E) = 0. Thus X is strictly

bigger thanM1(E) (even though every element ofX can be associated to a continuous

linear functional on C([0;1])). Thus, we need to change the space M1(E) in Theorem 2:4 to X, and the rate function is given by

I() =  

H(0|ac) if .0; 6∈M1(E);

H(0|) if .0; ∈M1(E);

∞ else:

Theorems 2:5 and 3:4 should be modied accordingly. All calculations about the innite dimensional LDP hold true for probability-valued paths.

We thank W. Stannat for pointing out the deciency.

1PII of the original article: S0304-4149(98)00035-0Corresponding author.

E-mail address:[email protected] (D.A. Dawson)

Referensi

Dokumen terkait

In this article we prove new results concerning the structure and the stability properties of the global attractor associated with a class of nonlinear stochastic partial

We study a discrete time Markov process with particles being able to perform discrete time random walks and create new particles, known as branching random walk (BRW).. We suppose

We prove existence, uniqueness and comparison theorems for a class of parabolic semilinear stochastic partial dierential equations with nonlinearities of polynomial growth in the

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

Keywords: Levy processes; Processes of Ornstein–Uhlenbeck type; Stationary solution; Stochastic delay dierential

There, all orthogonal Sheer polynomials, were linked to a unique Levy process, i.e., a continuous time stochastic process with stationary and independent increments.. The

Bott 1998. Similar to the last example, the distribution of the collision kernel was assumed to be log–normal with deviations twice as large as the mean value. The initial values of

Carriers of the apo A-IV 360His mutation presented higher triacylglycerol levels in small TRL fractions compared with homozygotes for the apo A-IV 360Gln allele, as shown by ANOVA