自相似协同上升过程与Palm演算
Self-similar co-ascent processes and Palm calculus
AI总结:
本文研究自相似过程的重整化首次到达桥,推广了Brownian协同上升概念,并证明协同上升过程即为记录测度Palm分布下的过程,基于自相似性补充了平稳性方法。
摘要:
我们讨论了自相似过程的某些重整化首次到达桥。这些过程推广了Brownian协同上升,这是H. Panzo(Séminaire de Probabilités L, 2019)近期引入的术语。我们的主要结果表明,给定过程的协同上升是在其记录测度的Palm分布下的过程。我们将Palm分布的概念建立在自相似性基础上,从而补充了考虑与底层过程的平稳性或增量平稳性相关的Palm分布这一更常见方法。
英文摘要:
We discuss certain renormalised first passage bridges of self-similar processes. These processes generalise the Brownian co-ascent, a term recently introduced by H. Panzo (Séminaire de Probabilités L, 2019). Our main result states that the co-ascent of a given process is the process under the Palm distribution of its record measure. We base our notion of Palm distribution on self-similarity, thereby complementing the more common approach of considering Palm distributions related to stationarity or stationarity of increments of the underlying processes.
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