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 according to a symmetric -stable L\'evy process, and starting off from an inhomogeneous Poisson point measure with intensity measure , and other related measures. In contrast to the homogeneous case , 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 and . The case 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