IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-1-4615-2494-6_16.html

Limit Theorems for Functionals of Markov Processes and Renormalizable Stable Fields

In: Approximation, Probability, and Related Fields

Author

Listed:
  • Raisa E. Feldman

    (University of California, Department of Statistics and Applied Probability)

  • Nagamani Krishnakumar

    (University of California, Department of Statistics and Applied Probability)

Abstract

We study the limiting distribution of the amount of charge left in some set by an infinite system of charged Markovian particles, when the charge distribution belongs to the domain of attraction of a symmetric α-stable law. The limits are symmetric α-stable generalized random fields. Their multiple integrals are built in a similar manner. We also study the renormalizability of these families of random fields and use the construction to simulate stable fields on R 1 and R 1.

Suggested Citation

  • Raisa E. Feldman & Nagamani Krishnakumar, 1994. "Limit Theorems for Functionals of Markov Processes and Renormalizable Stable Fields," Springer Books, in: George Anastassiou & Svetlozar T. Rachev (ed.), Approximation, Probability, and Related Fields, pages 207-222, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4615-2494-6_16
    DOI: 10.1007/978-1-4615-2494-6_16
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;
    ;
    ;

    JEL classification:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-1-4615-2494-6_16. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.