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Fluctuation limit theorems for age-dependent critical binary branching systems

José Alfredo López-Mimbela, Antonio Murillo-Salas (2011)

ESAIM: Proceedings

We consider an age-dependent branching particle system in ℝd, where the particles are subject to α-stable migration (0 < α ≤ 2), critical binary branching, and general (non-arithmetic) lifetimes distribution. The population starts off from a Poisson random field in ℝd with Lebesgue intensity. We prove functional central limit theorems and strong laws of large numbers under two rescalings: high particle density, and a space-time rescaling...

Fluid limits for the queue length of jobs in multiserver open queueing networks

Saulius Minkevičius (2014)

RAIRO - Operations Research - Recherche Opérationnelle

The object of this research in the queueing theory is a theorem about the Strong-Law-of-Large-Numbers (SLLN) under the conditions of heavy traffic in a multiserver open queueing network. SLLN is known as a fluid limit or fluid approximation. In this work, we prove that the long-term average rate of growth of the queue length process of a multiserver open queueing network under heavy traffic strongly converges to a particular vector of rates. SLLN is proved for the values of an important probabilistic...

Fractional multiplicative processes

Julien Barral, Benoît Mandelbrot (2009)

Annales de l'I.H.P. Probabilités et statistiques

Statistically self-similar measures on [0, 1] are limit of multiplicative cascades of random weights distributed on the b-adic subintervals of [0, 1]. These weights are i.i.d., positive, and of expectation 1/b. We extend these cascades naturally by allowing the random weights to take negative values. This yields martingales taking values in the space of continuous functions on [0, 1]. Specifically, we consider for each H∈(0, 1) the martingale (Bn)n≥1 obtained when the weights take the values −b−H...

Functional central limit theorems for seeds in a linear birth and growth model

A. Dziwisz, W. Szczotka (2016)

Applicationes Mathematicae

A problem of heredity of mixing properties (α-mixing, β-mixing and ρ-mixing) from a stationary point process on ℝ × ℝ₊ to a sequence of some of its points called 'seeds' is considered. Next, using the mixing properties, several versions of functional central limit theorems for the distances between seeds and the process of the number of seeds are obtained.

Functional Space C (ω), C 0 (ω)

Katuhiko Kanazashi, Hiroyuki Okazaki, Yasunari Shidama (2012)

Formalized Mathematics

In this article, first we give a definition of a functional space which is constructed from all complex-valued continuous functions defined on a compact topological space. We prove that this functional space is a Banach algebra. Next, we give a definition of a function space which is constructed from all complex-valued continuous functions with bounded support. We also prove that this function space is a complex normed space.

Functionals of spatial point processes having a density with respect to the Poisson process

Viktor Beneš, Markéta Zikmundová (2014)

Kybernetika

U -statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Itô chaos expansion. In the second half we obtain more explicit results for a system of U -statistics of some parametric models in stochastic geometry. In the logarithmic form functionals are connected to Gibbs models. There is an inequality between moments of Poisson...

Further results on laws of large numbers for uncertain random variables

Feng Hu, Xiaoting Fu, Ziyi Qu, Zhaojun Zong (2023)

Kybernetika

The uncertainty theory was founded by Baoding Liu to characterize uncertainty information represented by humans. Basing on uncertainty theory, Yuhan Liu created chance theory to describe the complex phenomenon, in which human uncertainty and random phenomenon coexist. In this paper, our aim is to derive some laws of large numbers (LLNs) for uncertain random variables. The first theorem proved the Etemadi type LLN for uncertain random variables being functions of pairwise independent and identically...

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