Showing 1 - 8 of 8
Given a random variable F regular enough in the sense of the Malliavin calculus, we are able to measure the distance between its law and any probability measure with a density function which is continuous, bounded, strictly positive on an interval in the real line and admits finite variance. The...
Persistent link: https://www.econbiz.de/10010577839
The East model is a one-dimensional, non-attractive interacting particle system with Glauber dynamics, in which a flip is prohibited at a site x if the right neighbour x+1 is occupied. Starting from a configuration entirely occupied on the left half-line, we prove a law of large numbers for the...
Persistent link: https://www.econbiz.de/10010679231
We provide an example of a discrete-time Markov process on the three-dimensional infinite integer lattice with Zq-invariant Bernoulli-increments which has as local state space the cyclic group Zq. We show that the system has a unique invariant measure, but remarkably possesses an invariant set...
Persistent link: https://www.econbiz.de/10011209771
We consider a supercritical branching population, where individuals have i.i.d. lifetime durations (which are not necessarily exponentially distributed) and give birth (singly) at constant rate. We assume that individuals independently experience neutral mutations, at constant rate θ during...
Persistent link: https://www.econbiz.de/10011065053
Let ηt be a Poisson point process of intensity t≥1 on some state space Y and let f be a non-negative symmetric function on Yk for some k≥1. Applying f to all k-tuples of distinct points of ηt generates a point process ξt on the positive real half-axis. The scaling limit of ξt as t tends...
Persistent link: https://www.econbiz.de/10011065103
Let m be a random tessellation in Rd, d≥1, observed in a bounded Borel subset W and f(⋅) be a measurable function defined on the set of convex bodies. A point z(C), called the nucleus of C, is associated with each cell C of m. Applying f(⋅) to all the cells of m, we investigate the order...
Persistent link: https://www.econbiz.de/10011065129
The distribution of the excess process describing heights of extreme values can be approximated by the distribution of a Poisson cluster process. An estimate of the accuracy of such an approximation has been derived in [4] in terms of the Wasserstein distance. The paper presents a sharper...
Persistent link: https://www.econbiz.de/10010574712
We improve, first, a strong invariance principle from Kifer (2013) [10] for nonconventional sums of the form ∑n=1[Nt]F(X(n),X(2n),…,X(ℓn)) (normalized by 1/N) where X(n),n≥0’s is a sufficiently fast mixing vector process with some moment conditions and stationarity properties and F...
Persistent link: https://www.econbiz.de/10011065079