Trajectorial Fluctuations Of Cox Systems Of Independent Motions
AbstractWe obtain high-density fluctuation limits for trajectories of the motions in Cox systems of independent motions in "Rd". The motions are quite general; they include a large class of diffusions, Brownmian bridges and fractional Brownian motions. The limits take values ina space of distributions on Wiener space and in general are non-Gaussian.
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Bibliographic InfoPaper provided by Département des sciences administratives, UQO in its series RePAd Working Paper Series with number lrsp-TRS349.
Length: 17 pages
Date of creation: 01 Jan 2000
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Infinite particle system; Cox measure; trajectorial fluctuation; distribution on Wiener space; non-Gaussian random distribution; time-localization.;
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