English

Occupation time limits of inhomogeneous Poisson systems of independent particles

Probability 2012-03-14 v1

Abstract

We prove functional limits theorems for the occupation time process of a system of particles moving independently in RdR^d according to a symmetric α\alpha-stable L\'evy process, and starting off from an inhomogeneous Poisson point measure with intensity measure μ(dx)=(1+xγ)1dx,γ>0\mu(dx)=(1+|x|^{\gamma})^{-1}dx,\gamma>0, and other related measures. In contrast to the homogeneous case (γ=0)(\gamma=0), the system is not in equilibrium and ultimately it vanishes, and there are more different types of occupation time limit processes depending on arrangements of the parameters γ,d\gamma, d and α\alpha. The case γ<d<α\gamma<d<\alpha leads to an extension of fractional Brownian motion.

Keywords

Cite

@article{arxiv.math/0609290,
  title  = {Occupation time limits of inhomogeneous Poisson systems of independent particles},
  author = {Tomasz Bojdecki and Luis G. Gorostiza and Anna Talarczyk},
  journal= {arXiv preprint arXiv:math/0609290},
  year   = {2012}
}

Comments

22 pages