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Erdös-Rényi law for the local time of the hybrid process
S. Alvarez-Andrade Sorbonne universités, Université de Technologie de Compiègne, Laboratoire de Mathématiques Appliquées de Compiègne
B.P. 529, 60205 Compiègne Cedex, France
Аннотация:
Our aim in this paper is to study the Erdös-Rényi law for the local time of the hybrid of empirical and partial sums process. The corresponding local time can be see as a modified version of the local time of the symmetric random walk by introducing a time $t$ and a sequence of independent with the same distribution random variables $X_i$'s, independent of the random walk.
Ключевые слова:
Erdös-Rényi law, Symmetric random walk, Poisson process, Hybrids of the empirical and partial sums processes, Local time.
Образец цитирования:
S. Alvarez-Andrade, “Erdös-Rényi law for the local time of the hybrid process”, Theory Stoch. Process., 19(35):2 (2014), 1–9
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp9 https://www.mathnet.ru/rus/thsp/v19/i2/p1
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Страница аннотации: | 95 | PDF полного текста: | 35 | Список литературы: | 62 |
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