Article ID Journal Published Year Pages File Type
1156511 Stochastic Processes and their Applications 2008 25 Pages PDF
Abstract

We prove functional limits theorems for the occupation time process of a system of particles moving independently in RdRd according to a symmetric αα-stable Lévy process, and starting from an inhomogeneous Poisson point measure with intensity measure μ(dx)=(1+|x|γ)−1dx,γ>0, and other related measures. In contrast to the homogeneous case (γ=0)(γ=0), the system is not in equilibrium and ultimately it becomes locally extinct in probability, and there are more different types of occupation time limit processes depending on arrangements of the parameters γ,dγ,d and αα. The case γ

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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