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Occupation time limits of inhomogeneous Poisson systems of independent particles | |
LUIS GABRIEL GOROSTIZA Y ORTEGA | |
Acceso Abierto | |
Atribución-NoComercial-CompartirIgual | |
Limite Funcional | |
We prove functional limits theorems for the occupation time process of a system of particles moving independently in Rd according to a symmetric -stable L´evy process, and starting from an inhomogeneous Poisson point measure with intensity measure μ(dx) = (1 + |x| )−1dx, > 0, and other related measures. In contrast to the homogeneous case ( = 0), the system is not in equilibrium and ultimately it becomes locally extinct in probability, and there are more different types of occupation time limit processes depending on arrangements of the parameters , d and . The case < d < leads to an extension of fractional Brownian motion. | |
Elsevier Science | |
2008 | |
Artículo | |
Inglés | |
Investigadores | |
PROBABILIDAD | |
Versión publicada | |
publishedVersion - Versión publicada | |
Aparece en las colecciones: | Probababilidad Y Estadística |
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LGorostiza1.pdf | 415.54 kB | Adobe PDF | Visualizar/Abrir |