کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156601 958848 2006 36 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Regenerative compositions in the case of slow variation
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Regenerative compositions in the case of slow variation
چکیده انگلیسی

For SS a subordinator and ΠnΠn an independent Poisson process of intensity ne−x,x>0, we are interested in the number KnKn of gaps in the range of SS that are hit by at least one point of ΠnΠn. Extending previous studies in [A.V. Gnedin, The Bernoulli sieve, Bernoulli 10 (2004) 79–96; A.V. Gnedin, J. Pitman, M. Yor, Asymptotic laws for compositions derived from transformed subordinators, Ann. Probab. 2006 (in press). http://arxiv.org/abs/math.PR/0403438, 2004; A.V. Gnedin, J. Pitman, M. Yor, Asymptotic laws for regenerative compositions: gamma subordinators and the like, Probab. Theory Related Fields (2006)] we focus on the case when the tail of the Lévy measure of SS is slowly varying. We view KnKn as the terminal value of a random process KnKn, and provide an asymptotic analysis of the fluctuations of KnKn, as n→∞n→∞, for a wide spectrum of situations.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 116, Issue 7, July 2006, Pages 1012–1047
نویسندگان
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