Convergence for step line processes under summation of random indicators and models of market pricing.
Chuprunov, A.N., Rusakov, O.V. (2003)
Lobachevskii Journal of Mathematics
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Chuprunov, A.N., Rusakov, O.V. (2003)
Lobachevskii Journal of Mathematics
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Lozanov-Crvenković, Z., Pilipović, S. (1989)
Publications de l'Institut Mathématique. Nouvelle Série
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S. K. Srinivasan, K. S. S. Iyer (1965)
Applicationes Mathematicae
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Ch. Swartz, D. Myers (1971)
Studia Mathematica
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W. Szczotka, P. Żebrowski (2012)
Applicationes Mathematicae
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Continuous time random walks with jump sizes equal to the corresponding waiting times for jumps are considered. Sufficient conditions for the weak convergence of such processes are established and the limiting processes are identified. Furthermore one-dimensional distributions of the limiting processes are given under an additional assumption.
F. den Hollander, R. S. dos Santos (2014)
Annales de l'I.H.P. Probabilités et statistiques
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We prove a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof uses a coupling argument based on the observation that the random walk eventually gets trapped inside the union of space–time cones contained in the infection clusters generated by single infections. In the case where the local drifts of the random walk are smaller than the speed at which infection clusters grow, the...
Alain Bensoussan (1970)
Kybernetika
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František Štulajter (1976)
Kybernetika
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