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Trajectorial Fluctuations Of Cox Systems Of Independent Motions

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Author Info

  • Tomasz Bojdecki

    (University of Warsaw, Poland)

  • Luis G. Gorostiza

    (Centro de Investigacion y de Estudios Avanzados, Mexico)

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    Abstract

    We 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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    File URL: http://www.repad.org/ca/on/lrsp/TRS349.pdf
    File Function: First version, 2000
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    Bibliographic Info

    Paper provided by Département des sciences administratives, UQO in its series RePAd Working Paper Series with number lrsp-TRS349.

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    Length: 17 pages
    Date of creation: 01 Jan 2000
    Date of revision:
    Handle: RePEc:pqs:wpaper:0042005

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    Related research

    Keywords: Infinite particle system; Cox measure; trajectorial fluctuation; distribution on Wiener space; non-Gaussian random distribution; time-localization.;

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