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Ӧ�ø���ͳ�� 2008, 24(1) 63-72 DOI:
ISSN: 1001-4268 CN: 31-1256 |
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֤��һ�������$\alpha$-�Գ��ȶ����̼���ռλʱ�����ڸ���ά���µ����ļ�����, �õ������ǵ����Ļ����̾����ֲ�������$\mathcal{S}'(\mathbb{R}^d)$ֵ��������˹�������. |
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Central Limit Theorem for a Class of Super $\alpha$-Symmetric Stable Processes with Immigration |
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Wang Xijun |
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School of Mathematical Sciences, Beijing Normal University |
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Abstract:
In this paper, we prove two central limit theorems for a class of super $\alpha$-symmetric stable processes with immigration and its occupation time processes, where the immigration is determined by the Lebesgue measure $\lambda$. The distributions of their renormalized processes converge as $t\to+\infty$ to those
of centered Gaussian variables in $\mathcal{S}'(\mathbb{R}^d)$. |
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Keywords:
Central limit theorem
super $\alpha$-symmetric stable process
mmigration
occupation time process.
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| 1���մ��� �Ѱ��䣬 ��Ⱥǿ:.�������������������[J]. Ӧ�ø���ͳ��, 2006,22(3): 304-310 |
| 2��������.���ϻ����������������ļ�����[J]. Ӧ�ø���ͳ��, 2007,23(1): 11-17 |
| 3����ѧƽ,�����,����.��ֱ�����������������ζ��ļ�������[J]. Ӧ�ø���ͳ��, 2009,25(6): 611-618 |
| 4��������,���.һ��ǿ����������ļ������ע��[J]. Ӧ�ø���ͳ��, 2013,29(1): 23-30 |
| 5���ƻ���, ������, ʯ־��.����������������ļ�����[J]. Ӧ�ø���ͳ��, 2013,29(4): 337-347 |
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