Random Time Changes for Processes with Random Birth and Death
نویسندگان
چکیده
منابع مشابه
Spatial birth-and-death processes in random environment
We consider birth-and-death processes of objects (animals) defined in Zd having unit death rates and random birth rates. For animals with uniformly bounded diameter we establish conditions on the rate distribution under which the following holds for almost all realizations of the birth rates: (i) the process is ergodic with at worst power-law time mixing; (ii) the unique invariant measure has e...
متن کاملAnalysis of Random Processes with Fuzzy Observations Using Discretization Method
This article has no abstract.
متن کاملUniversality in random-walk models with birth and death.
Models of random walks are considered in which walkers are born at one location and die at all other locations with uniform death rate. Steady-state distributions of random walkers exhibit dimensionally dependent critical behavior as a function of the birth rate. Exact analytical results for a hyperspherical lattice yield a secondorder phase transition with a nontrivial critical exponent for al...
متن کاملThe cutoff phenomenon for random birth and death chains
For any distribution π on {1, 2, . . . , n}, we study elements drawn at random from the set Aπ of tridiagonal stochastic matrices K satisfying π(i)K[i, j] = π(j)K[j, i] for all i, j ∈ [n]. These matrices correspond to birth and death chains with stationary distribution π. We analyze an algorithm for sampling from Aπ and use results from this analysis to draw conclusions about typical elements o...
متن کاملOn the Local Time of Random Processes in Random Scenery
Random walks in random scenery are processes defined by Zn := ∑n k=1 ξX1+...+Xk , where basically (Xk, k ≥ 1) and (ξy, y ∈ Z) are two independent sequences of i.i.d. random variables. We assume here that X1 is Z-valued, centered and with finite moments of all orders. We also assume that ξ0 is Z-valued, centered and square integrable. In this case H. Kesten and F. Spitzer proved that (nZ[nt], t ...
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: The Annals of Probability
سال: 1988
ISSN: 0091-1798
DOI: 10.1214/aop/1176991774