摘要:

Letbe the usual norming sequence in the Central Limit Theorem for partial sums of independent and identically distributed random variables with out finite second moments. It is shown that for many distributionsis event ually decreasing for a specific slowly varying function G(n)

ISSN:0736-2994    

DOI:10.1080/07362999308809316

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

In this paper we construct and study a class of Markov processes whose sample paths are piecewise deterministic and whose random jumps can have limiting points in finite time intervals. A characterization of the infinitesimal generators of such processes will be given

ISSN:0736-2994    

DOI:10.1080/07362999308809317

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

We prove exponential decays of probabilities of randomly perturbed dynamical systems in a d–dimensional Euclidean spaceRdon time intervals which go to [0,∞] as the random fluctuation disappears. We also consider the exit problems when unperturbed dynamical systems are attracted to the inside of the domain under consideration

ISSN:0736-2994    

DOI:10.1080/07362999308809318

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

A formula for the densityPt(x, y) of the transition probability of certain infinite dimensional diffusions is given. This formula is then used to prove the regularity ofPt(x, y)

ISSN:0736-2994    

DOI:10.1080/07362999308809319

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

A general formula for the central moments of multivariate normal distribution is derived by differentiating its characteristic function using matrix derivatives. An explicit expression for the moments is obtained. Two applications of these results are given. The sixth order moments are arranged in a square matrix using the properties of commutation matrices and vec operators

ISSN:0736-2994    

DOI:10.1080/07362999308809320

出版商:Taylor & Francis Group    

年代:1993

数据来源: Taylor

摘要:

We consider one-dimensional stochastic heat equations of the following form:whereX(t) is anC([-m, m])-valued Stochastic Process and {Btt≥0} denotes the so–called cylindrical Brownian motion on the real, separable Hilbert spaceH=L2[-mm]. For the case that σ is a multiplication operator we prove the weak convergence of solutions of a stochastic heat equation on the interval [-mm] to the solution of the corresponding equation on the whole real line asm→∞ For the case that σ is a particular operator (depending only onm) we show convergence of the solutions to a stationary Gaussian limit process that can serve as model of stationary freeway traffic flow

ISSN:0736-2994    

DOI:10.1080/07362999308809321

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362999308809315

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor