Limit Theorems for Functionals of Markov Processes and Renormalizable Stable Fields

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 alpha-stable law. The limits are symmetric alpha-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 R1 and R2.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1993
Accession Number
ADA274645

Entities

People

  • Nagamani Krishnakumar
  • Raisa E. Feldman

Organizations

  • University of California, Santa Barbara

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Brownian Motion
  • Construction
  • Convergence
  • Graphs
  • Integrals
  • Linearity
  • Markov Processes
  • Particles
  • Path Integrals
  • Probability
  • Random Variables
  • Random Walk
  • Simulations
  • Statistics
  • Stochastic Processes
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Computational Fluid Dynamics (CFD)
  • Mathematical Modeling and Probability Theory.