摘要翻译:
基于Feller分支扩散的漂移律,构造了一个在回火测度空间中空间运动相关的纯原子迁移超过程,作为泊松过程驱动的随机积分方程的唯一强解,推广了Dawson和Li(2003)的工作。作为随机方程的一个应用,证明了超过程具有一个局部时间,该局部时间为$alpha$<1/2$级的Holder连续时间。建立了迁移超过程的两个标度极限定理,并由此导出了相应局部时间的标度极限。
---
英文标题:
《Continuous local time of a purely atomic immigration superprocess with
dependent spatial motion》
---
作者:
Zenghu Li, Jie Xiong
---
最新提交年份:
2008
---
分类信息:
一级分类:Mathematics 数学
二级分类:Probability 概率
分类描述:Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用:例如中心极限定理,大偏差,随机微分方程,统计力学模型,排队论
--
一级分类:Mathematics 数学
二级分类:Statistics Theory 统计理论
分类描述:Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计:例如统计推断、回归、时间序列、多元分析、
数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
--
一级分类:Statistics 统计学
二级分类:Statistics Theory 统计理论
分类描述:stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近,贝叶斯推论,决策理论,估计,基础,推论,检验。
--
---
英文摘要:
A purely atomic immigration superprocess with dependent spatial motion in the space of tempered measures is constructed as the unique strong solution of a stochastic integral equation driven by Poisson processes based on the excursion law of a Feller branching diffusion, which generalizes the work of Dawson and Li (2003). As an application of the stochastic equation, it is proved that the superprocess possesses a local time which is Holder continuous of order $\alpha$ for every $\alpha< 1/2$. We establish two scaling limit theorems for the immigration superprocess, from which we derive scaling limits for the corresponding local time.
---
PDF链接:
https://arxiv.org/pdf/802.0926