Displaying similar documents to “Existence of multi-dimensional infinite volume self-organized critical forest-fire models.”

Strong and weak solutions to stochastic inclusions

Michał Kisielewicz (1995)

Banach Center Publications

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Existence of strong and weak solutions to stochastic inclusions x t - x s ∈ ∫ s t F τ ( x τ ) d τ + ∫ s t G τ ( x τ ) d w τ + ∫ s t ∫ ℝ n H τ , z ( x τ ) q ( d τ , d z ) and x t - x s ∈ ∫ s t F τ ( x τ ) d τ + ∫ s t G τ ( x τ ) d w τ + ∫ s t ∫ | z | ≤ 1 H τ , z ( x τ ) q ( d τ , d z ) + ∫ s t ∫ | z | > 1 H τ , z ( x τ ) p ( d τ , d z ) , where p and q are certain random measures, is considered.

On the extremal behavior of a Pareto process: an alternative for ARMAX modeling

Marta Ferreira (2012)

Kybernetika

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In what concerns extreme values modeling, heavy tailed autoregressive processes defined with the minimum or maximum operator have proved to be good alternatives to classical linear ARMA with heavy tailed marginals (Davis and Resnick [8], Ferreira and Canto e Castro [13]). In this paper we present a complete characterization of the tail behavior of the autoregressive Pareto process known as Yeh-Arnold-Robertson Pareto(III) (Yeh et al. [32]). We shall see that it is quite similar to the...

A central limit theorem for processes generated by a family of transformations

Marian Jabłoński

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Let τ n , n ≥ 0 be a sequence of measure preserving transformations of a probability space (Ω,Σ,P) into itself and let f n , n ≥ 0 be a sequence of elements of L 2 ( Ω , Σ , P ) with E f n = 0 . It is shown that the distribution of ( ∑ i = 0 n f i ∘ τ i ∘ . . . ∘ τ 0 ) ( D ( ∑ i = 0 n f i ∘ τ i ∘ . . . ∘ τ 0 ) ) - 1 tends to the normal distribution N(0,1) as n → ∞. 1985 Mathematics Subject Classification: 58F11, 60F05, 28D99.