Limit Theorems for Functionals of Markov Processes and Renormalizable Stable Fields

Raisa E. Feldman and Nagamani Krishnakumar
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Raisa E. Feldman: University of California, Department of Statistics and Applied Probability
Nagamani Krishnakumar: University of California, Department of Statistics and Applied Probability

A chapter in Approximation, Probability, and Related Fields, 1994, pp 207-222 from Springer

Abstract: Abstract We study the limiting distribution of the amount of charge left in some set by an infinite system of charged Markovian particles, when the charge distribution belongs to the domain of attraction of a symmetric α-stable law. The limits are symmetric α-stable generalized random fields. Their multiple integrals are built in a similar manner. We also study the renormalizability of these families of random fields and use the construction to simulate stable fields on R 1 and R 1.

Keywords: Primary; 60G60; 60G20; 60E07; secondary; 60G18; 60F05; Stable random fields; igeneralized fields; infinite particle system; renormalizability; simulations of stable processes (search for similar items in EconPapers)
Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4615-2494-6_16

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DOI: 10.1007/978-1-4615-2494-6_16

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