• Title of article

    Occupation time limits of inhomogeneous Poisson systems of independent particles

  • Author/Authors

    Tomasz Bojdecki، نويسنده , , T. and Gorostiza، نويسنده , , L.G. and Talarczyk، نويسنده , , A.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2008
  • Pages
    25
  • From page
    28
  • To page
    52
  • Abstract
    We prove functional limits theorems for the occupation time process of a system of particles moving independently in R d according to a symmetric α -stable Lévy process, and starting from an inhomogeneous Poisson point measure with intensity measure μ ( d x ) = ( 1 + | x | γ ) − 1 d x , γ > 0 , and other related measures. In contrast to the homogeneous case ( γ = 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 γ , d and α . The case γ < d < α leads to an extension of fractional Brownian motion.
  • Keywords
    Long range dependence , Generalized Wiener process , Functional limit theorem , Inhomogeneous Poisson system , Occupation time
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2008
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1577946