共查询到20条相似文献,搜索用时 15 毫秒
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Some Limit Theorems for a Particle System of Single Point Catalytic Branching Random Walks 总被引:2,自引:0,他引:2
Vladimir VATUTIN Jie XIONG 《数学学报(英文版)》2007,23(6):997-1012
We study the scaling limit for a catalytic branching particle system whose particles perform random walks on Z and can branch at 0 only. Varying the initial (finite) number of particles, we get for this system different limiting distributions. To be more specific, suppose that initially there are n^β particles and consider the scaled process Zt^n(·) = Znt(√n·), where Zt is the measure-valued process 1 and to a representing the original particle system. We prove that Ztn converges to 0 when β 〈1/4 and to a nondegenerate discrete distribution when β=1/4.In addition,if 1/4〈β〈1/2 then n-^(2β-1/2)Zt^n converges to a random limit,while if β 〉21then n^-βZtn converges to a deterministic limit. 相似文献
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离散随机序列随机和的一类强偏差定理 总被引:2,自引:0,他引:2
In this paper, the notion of limit random logarithmic likelihood ratio of stochastic se-quences,as a measure of “dissimilarity“ between their joint distributions and the product of theirmarginals,is introduced. Construct a. s. convergence supermartingale by means of truncation methodand under suitable restrict Chung-Teicher type conditions,some strong deviation theorems for arbi-trary discrete stochastic sequence are obtained. 相似文献
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We prove a discrete limit theorem for general Dirichlet series in the sense of weak convergence of probability measures in the space of analytic funtions. Examples are presented. 相似文献
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本文研究了A型暂留稳定过程在无穷远处的收敛速度,给出了一个重对数律.同时我们也得出了这类过程在起始点附近的一些性质.这些性质推广了[1]中的结果 相似文献
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For the Poisson line process the empirical polygon is defined thanks to ergodicity and laws of large numbers for some characteristics,
such as the number of edges, the perimeter, the area, etc... One also has, still thanks to the ergodicity of the Poisson line
process, a canonical relation between this empirical polygon and the polygon containing a given point. The aim of this paper
is to provide numerical simulations for both methods: in a previous paper (Paroux, Advances in Applied Probability, 30:640–656, 1998) one of the authors proved central limit theorems for some geometrical quantities associated with this empirical Poisson
polygon, we provide numerical simulations for this phenomenon which generates billions of polygons at a small computational
cost. We also give another direct simulation of the polygon containing the origin, which enables us to give further values
for empirical moments of some geometrical quantities than the ones that were known or computed in the litterature.
This work was partially supported by the PSMN at ENS-Lyon. 相似文献
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We prove a joint discrete limit theorem in the sense of weak convergence on the complex plane for general Dirichlet series. 相似文献
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本文在独立同分布的随机环境下,建立带有移民的两性分枝过程{Zn}n≥0,且移民人口数依赖当前人口数,证得{Zn}n≥0和{(Fn,Mn)}n≥1是随机环境中的马氏链,并得到第n代每个配对单元平均增长率{rk}k≥0的极限性质,从而推广了经典两性分枝过程的相关理论. 相似文献
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I. B. Simonenko 《Mathematical Notes》2005,78(1-2):239-250
We study the asymptotic behavior of the averaged f-trace of a truncated generalized multidimensional discrete convolution operator as the truncation domain expands. By definition, the averaged f-trace of a finite-dimensional operator A is equal to
, where n is the dimension of the space in which the operator A acts, the set of numbers γk, k = 1,..., n, is the complete collection of eigenvalues of the operator A, counting multiplicity; a generalized discrete convolution is an operator from the closure of the algebra generated by discrete convolution operators and by operators of multiplication by functions admitting a continuous continuation onto the sphere at infinity.__________Translated from Matematicheskie Zametki, vol. 78, no. 2, 2005, pp. 265–277.Original Russian Text Copyright © 2005 by I. B. Simonenko. 相似文献
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A new formulation of nonlocal branching superprocesses is given from which we derive as special cases the rebirth, the multitype, the mass-structured, the multilevel and the age-reproduction-structured superprocesses and the superprocess-controlled immigration process. This unified treatment simplifies considerably the proof of existence of the old classes of superprocesses and also gives rise to some new ones. 相似文献
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We study coverage in sensor networks having two types of nodes, namely, sensor nodes and backbone nodes. Each sensor is capable of transmitting information over relatively small distances. The backbone nodes collect information from the sensors. This information is processed and communicated over an ad hoc network formed by the backbone nodes, which are capable of transmitting over much larger distances. We consider two models of deployment for the sensor and backbone nodes. One is a Poisson–Poisson cluster model and the other a dependently thinned Poisson point process. We deduce limit laws for functionals of vacancy in both models using properties of association for random measures. 相似文献
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We consider an approach based on tails to certain central limit and functional central limit theorems for a class of two color
urn models. In particular, some of the results are derived from an associated Ornstein–Uhlenbeck process, and for another
result we give an alternative proof based on martingale tails.
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We study a birth and death process $\{N_t\}_{t\ge0}$ in i.i.d. random environment, for which at each discontinuity, one particle might be born or at most $L$ particles might be dead. Along with investigating the existence and the recurrence criterion, we also study the law of large numbers of $\{N_t\}$. We show
that the first passage time can be written as a functional of an $L$-type branching process in random environment and a sequence of independent and exponentially distributed random variables. Consequently, an explicit velocity of the law of large numbers can be given. 相似文献
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Zeng-hu Li 《Frontiers of Mathematics in China》2006,1(1):73-97
This is a survey on the recent progresses in the study of branching processes with immigration, generalized Ornstein-Uhlenbeck
processes, and affine Markov processes. We mainly focus on the applications of skew convolution semigroups and the connections
in those processes. 相似文献
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Limit theorems for functionals of classical (homogeneous) Markov renewal and semi-Markov processes have been known for a long time, since the pioneering work of Pyke Schaufele (Limit theorems for Markov renewal processes, Ann. Math. Statist., 35(4):1746–1764, 1964). Since then, these processes, as well as their time-inhomogeneous generalizations, have found many applications, for example, in finance and insurance. Unfortunately, no limit theorems have been obtained for functionals of inhomogeneous Markov renewal and semi-Markov processes as of today, to the best of the authors’ knowledge. In this article, we provide strong law of large numbers and central limit theorem results for such processes. In particular, we make an important connection of our results with the theory of ergodicity of inhomogeneous Markov chains. Finally, we provide an application to risk processes used in insurance by considering a inhomogeneous semi-Markov version of the well-known continuous-time Markov chain model, widely used in the literature. 相似文献
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A linear birth–growth process is generated by an inhomogeneous Poisson process on ℝ × [0, ∞). Seeds are born randomly according to the Poisson process. Once a seed is born, it commences immediately to grow bidirectionally with a constant speed. The positions occupied by growing intervals are regarded as covered. New seeds continue to form on the uncovered part of ℝ. This paper shows that the total number of seeds born on a very long interval satisfies the strong invariance principle and some other strong limit theorems. Also, a gap (an unproved regularity condition) in the proof of the central limit theory in [5] is filled in. 相似文献
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Consider a system where units having random magnitude enter according to a Poisson process. While in the system, a unit's magnitude may change with time. In this paper we obtain a functional limit theorem for the sum process of all unit magnitudes present in the system at time t. 相似文献
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We study the asymptotics of the probability that the sum of random vectors belongs to a relatively small cube in the range of large deviations. 相似文献