Occupation time limits of inhomogeneous Poisson systems of independent particles
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 me...
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2008 |
| País: | México |
| Institución: | Centro de Investigación en Matemáticas |
| Repositorio: | Repositorio Institucional CIMAT |
| Idioma: | inglés |
| OAI Identifier: | oai:cimat.repositorioinstitucional.mx:1008/937 |
| Acceso en línea: | http://cimat.repositorioinstitucional.mx/jspui/handle/1008/937 |
| Access Level: | acceso abierto |
| Palabra clave: | info:eu-repo/classification/MSC/Limite Funcional info:eu-repo/classification/cti/1 info:eu-repo/classification/cti/12 info:eu-repo/classification/cti/1208 info:eu-repo/classification/cti/110403 |
| Sumario: | 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. |
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