On discontinuous additive functionals and Lévy measures of a Markov process

Additive Functionals of Several Lévy Processes and Intersection Local Times

Different extensions of an isomorphism theorem of Dynkin are developed and are used to study two distinct but related families of functionals of Lévy processes; n-fold “near-intersections” of a single Lévy process and continuous additive functionals of several independent Lévy processes. Intersection local times for n independent Lévy processes are also studied. They are related to both of the ...

Kac’s moment formula and the Feynman–Kac formula for additive functionals of a Markov process

Mark Kac introduced a method for calculating the distribution of the integral Av= ∫ T 0 v(Xt) dt for a function v of a Markov process (Xt; t¿0) and a suitable random time T , which yields the Feynman–Kac formula for the moment-generating function of Av. We review Kac’s method, with emphasis on an aspect often overlooked. This is Kac’s formula for moments of Av, which may be stated as follows. F...

a study on the design of bio-ethanol process from date wastes of sistan and baluchistan province

اتانول کاربردهای متنوعی در صنایع لاستیک سازی، رنگسازی، حلالها ومکمل سوخت خودرو دارد. اتانول برخلاف نفت از جمله مواد تجدیدپذیر محسوب می شود که مشکلات زیست محیطی و آلودگی نیز ایجاد نمی کند. استفاده از اتانول به عنوان مکمل سوختخودروها از جمله مهمترین مصارف صنعتی این ماده بشمار می رود. با توجه به این موضوع تحقیق و توسعه در زمینه تولید اتانول با درجه خلوص بالا در سطح جهان، و نه تنها در کشور های پیشر...

Multiplicative Operator Functionals of a Markov Process

8 Limit Theorems for Additive Functionals of a Markov Chain

Consider a Markov chain {X n } n≥0 with an ergodic probability measure π. Let Ψ a function on the state space of the chain, with α-tails with respect to π, α ∈ (0, 2). We find sufficient conditions on the probability transition to prove convergence in law of N 1/α N n Ψ(X n) to a α-stable law. A " martingale approximation " approach and " coupling " approach give two different sets of condition...