自稳定过程
Self-stabilizing processes
摘要:
我们构造了“自稳定”过程{Z(t),t $\in [t_0,t_1)$ }.这些是随机过程,当“局部化”时,即在t附近缩放到一个精细极限时,具有$α$(Z(t))稳定过程的分布,其中$α$是R上的某个给定函数。因此,在t时的稳定性指数取决于过程在t时的值。在这里,我们解决$α$:R $\to$(0,1)的情况。首先构造了平面点集$Π$上满足一种自回归性质的确定性函数。取$Π$是一个泊松点过程,然后定义一个随机纯跳过程,我们表明有所需的本地化分布。
英文摘要:
We construct `self-stabilizing' processes {Z(t), t $\in [t_0,t_1)$}. These are random processes which when `localized', that is scaled around t to a fine limit, have the distribution of an $α$(Z(t))-stable process, where $α$ is some given function on R. Thus the stability index at t depends on the value of the process at t. Here we address the case where $α$: R $\to$ (0,1). We first construct deterministic functions which satisfy a kind of autoregressive property involving sums over a plane point set $Π$. Taking $Π$ to be a Poisson point process then defines a random pure jump process, which we show has the desired localized distributions.
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