Title of article
Levy-LePage Series Representation of Stable Vectors: Convergence in Variation
Author/Authors
Bentkus، V. نويسنده , , Juozulynas، A. نويسنده , , Paulauskas، V. نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
-948
From page
949
To page
0
Abstract
We investigate how the stationary distribution of a Markov chain changes when transitions from a single state are modified. In particular, adding a single directed edge to nearest neighbor random walk on a finite discrete torus in dimensions one, two, or three changes the stationary distribution linearly, logarithmically, or only locally. Related results are derived for birth and death chains approximating Bessel diffusions and for random walk on the Sierpinski gasket.
Keywords
Stable laws , Poissonian representation , Levy-LePage series , convergence in variation , convergence rates
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Serial Year
2001
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Record number
108331
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