| Título: | Random Time Changes for Sock-Sorting and Other Stochastic Process Limit Theorems |
| Autores: | Steinsaltz, David; University of California, Berkeley |
| Fecha: | 1999-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Mathematics maximal inequalities, decoupling, poissonization, functional central limit theorem, sorting, random allocations, auxiliary randomization, time change Primary: 60F17; Secondary: 60G70,60K30 |
| Descripción: | A common technique in the theory of stochastic process is to replace a discrete time coordinate by a continuous randomized time, defined by an independent Poisson or other process. Once the analysis is complete on this poissonized process, translating the results back to the original setting may be nontrivial. It is shown here that, under fairly general conditions, if the process $S_n$ and the time change $\phi_n$ both converge, when normalized by the same constant, to limit processes combined process $S_n(\phi_n(t))$ converges, when properly normalized, to a sum of the limit of the orginal process, and the limit of the time change multiplied by the derivative of $E S_n$. It is also shown that earlier results on the fine structure of the maxima are preserved by these time changes. |
| Idioma: | Inglés |
1 Lévy Classes and Self-Normalization por Khoshnevisan, Davar; University of Utah | 6 Time-Space Analysis of the Cluster-Formation in Interacting Diffusions por Fleischmann, Klaus; Weierstrass Institute for Applied Analysis and Stochastics,Greven, Andreas; Universitat Erlangen-Nurnberg |
2 Hausdorff Dimension of Cut Points for Brownian Motion por Lawler, Gregory F.; Duke University and Cornell University | 7 Conditional Moment Representations for Dependent Random Variables por Bryc, Wlodzimierz; University of Cincinnati |
3 Eigenvalue Expansions for Brownian Motion with an Application to Occupation Times por Bass, Richard F.; University of Washington,Burdzy, Krzysztof; University of Washington | 8 Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations por Liao, Xiao Xin; University of Strathclyde,Mao, Xuerong; University of Strathclyde |
4 Random Discrete Distributions Derived from Self-Similar Random Sets por Pitman, Jim; University of California, Berkeley,Yor, Marc; Université Pierre et Marie Curie | 9 Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes por Roberts, Gareth O.; University of Cambridge,Rosenthal, Jeffrey S.; University of Toronto |
5 A Microscopic Model for the Burgers Equation and Longest Increasing Subsequences por Seppäläinen, Timo; Iowa State University | 10 Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures por Ben Arous, Gérard; Ecole Normale Supérieure,Cerf, Raphaël; Université Paris Sud |