Transport processes with random jump rate

被引：3
|
作者：
De Gregorio, Alessandro [1 ]
机构：
[1] Univ Roma La Sapienza, Dept Stat Sci, Ple Aldo Moro 5, I-00185 Rome, Italy
来源：
STATISTICS & PROBABILITY LETTERS | 2016年 / 118卷
关键词：
Financial application; Functional central limit theorem; Mixed Poisson process; Random dynamical system; Random flight; Strong law of large numbers; DIFFUSION-APPROXIMATION; RANDOM FLIGHTS;
D O I：
10.1016/j.spl.2016.06.022
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The aim of this paper is to study transport processes with random jump rate, i.e. mixed transport processes. We introduce and construct such processes by means of the approach based on dynamical systems. Furthermore, if our models evolve linearly, a strong large number law and a functional central limit theorem hold. (C) 2016 Elsevier B.V. All rights reserved.
引用
收藏
页码：127 / 134
页数：8
相关论文
共 50 条
12345