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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2014, том 19(35), выпуск 2, страницы 1–9 (Mi thsp9)

Erdös-Rényi law for the local time of the hybrid process

S. Alvarez-Andrade

Sorbonne universités, Université de Technologie de Compiègne, Laboratoire de Mathématiques Appliquées de Compiègne B.P. 529, 60205 Compiègne Cedex, France

Аннотация: Our aim in this paper is to study the Erdös-Rényi law for the local time of the hybrid of empirical and partial sums process. The corresponding local time can be see as a modified version of the local time of the symmetric random walk by introducing a time $t$ and a sequence of independent with the same distribution random variables $X_i$'s, independent of the random walk.

Ключевые слова: Erdös-Rényi law, Symmetric random walk, Poisson process, Hybrids of the empirical and partial sums processes, Local time.

MSC: Primary 60G50, 60G17; Secondary 60F17

Язык публикации: английский



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