IDEAS home Printed from https://ideas.repec.org/p/pqs/wpaper/0042005.html
   My bibliography  Save this paper

Trajectorial Fluctuations Of Cox Systems Of Independent Motions

Author

Listed:
  • Tomasz Bojdecki

    (University of Warsaw, Poland)

  • Luis G. Gorostiza

    (Centro de Investigacion y de Estudios Avanzados, Mexico)

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.

Suggested Citation

  • Tomasz Bojdecki & Luis G. Gorostiza, 2000. "Trajectorial Fluctuations Of Cox Systems Of Independent Motions," RePAd Working Paper Series lrsp-TRS349, Département des sciences administratives, UQO.
  • Handle: RePEc:pqs:wpaper:0042005
    as

    Download full text from publisher

    File URL: http://www.repad.org/ca/on/lrsp/TRS349.pdf
    File Function: First version, 2000
    Download Restriction: no

    More about this item

    Keywords

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

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General

    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:pqs:wpaper:0042005. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Calmes). General contact details of provider: http://edirc.repec.org/data/dsuqoca.html .

    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 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.

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

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.