منابع مشابه
Cyclically Stationary Brownian Local Time Processes
Local time processes parameterized by a circle, de ned by the occupation density up to time T of Brownian motion with constant drift on the circle, are studied for various random times T . While such processes are typically non-Markovian, their Laplace functionals are expressed by series formulae related to similar formulae for the Markovian local time processes subject to the Ray-Knight theore...
متن کاملPredicting non-stationary processes
1 Suppose we are given two probability measures on the set of one-way infinite finite-alphabet sequences. Consider the question when one of the measures predicts the other, that is, when conditional probabilities converge (in a certain sense), if one of the measures is chosen to generate the sequence. This question may be considered a refinement of the problem of sequence prediction in its most...
متن کاملThe stationary behaviour of fluid limits of reversible processes is concentrated on stationary points
Assume that a stochastic process can be approximated, when some scale parameter gets large, by a fluid limit (also called “mean field limit”, or “hydrodynamic limit”). A common practice, often called the “fixed point approximation” consists in approximating the stationary behaviour of the stochastic process by the stationary points of the fluid limit. It is known that this may be incorrect in g...
متن کاملStationary Processes Whose Filtrations Are Standard
We study the standard property of the natural filtration associated to a 0–1 valued stationary process. In our main result we show that if the process has summable memory decay, then the associated filtration is standard. We prove it by coupling techniques. For a process whose associated filtration is standard, we construct a product type filtration extending it, based upon the usual couplings ...
متن کاملMultidimensional Sticky Brownian Motions as Limits of Exclusion Processes
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and the entire particle system is slowed down until the “collision” is resolved. We show that under diffusive scaling of space and time such processes converge to ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2015
ISSN: 0304-4149
DOI: 10.1016/j.spa.2014.09.019