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
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