Stationary solutions for integer-valued autoregressive processes.
Aly, Emad-Eldin A.A., Bouzar, Nadjib (2005)
International Journal of Mathematics and Mathematical Sciences
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Displaying similar documents to “Competing particle systems evolving by I.I.D. Increments.”
Stationary solutions for integer-valued autoregressive processes.
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Electronic Communications in Probability [electronic only]
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Evarist Giné, José R. León (1980)
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The object of this paper is to prove a central limit theorem in (separable) Hilbert space using a method based on the so called découpage de Lévy, the Lindeberg proof for the Gaussian case and an elementary proof of Poisson convergence for the direct part, and on elementary probabilistic inequalities for the converse. In particular, characteristic functions are only used in unicity questions. Several results of Varadhan (1962) can be obtained either directly as corollaries of the main...
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Schuhmacher, Dominic (2009)
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Vincent Lemaire (2007)
ESAIM: Probability and Statistics
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The aim of this short note is to study the behavior of the weighted empirical measures of the decreasing step Euler scheme of a one-dimensional diffusion process having multiple invariant measures. This situation can occur when the drift and the diffusion coefficient are vanish simultaneously.