Trajectorial Fluctuations Of Cox Systems Of Independent Motions

Tomasz Bojdecki and Luis G. Gorostiza
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Tomasz Bojdecki: University of Warsaw, Poland
Luis G. Gorostiza: Centro de Investigacion y de Estudios Avanzados, Mexico

No lrsp-TRS349, RePAd Working Paper Series from Département des sciences administratives, UQO

Abstract: We obtain high-density fluctuation limits for trajectories of the motions in Cox systems of independent motions in "Rd". The motions are quite general; they include a large class of diffusions, Brownmian bridges and fractional Brownian motions. The limits take values ina space of distributions on Wiener space and in general are non-Gaussian.

Keywords: Infinite particle system; Cox measure; trajectorial fluctuation; distribution on Wiener space; non-Gaussian random distribution; time-localization. (search for similar items in EconPapers)
JEL-codes: C10 C40 (search for similar items in EconPapers)
Pages: 17 pages
Date: 2000-01-01
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