Self-stabilizing processes based on random signs
| Autor: | Falconer, K. J., Véhel, J. Lévy |
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| Rok vydání: | 2018 |
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| Druh dokumentu: | Working Paper |
| Popis: | A self-stabilizing processes $\{Z(t), t\in [t_0,t_1)\}$ is a random process which when localized, that is scaled to a fine limit near a given $t\in [t_0,t_1)$, has the distribution of an $\alpha(Z(t))$-stable process, where $\alpha: \mathbb{R}\to (0,2)$ is a given continuous function. Thus the stability index near $t$ depends on the value of the process at $t$. In an earlier paper we constructed self-stabilizing processes using sums over plane Poisson point processes in the case of $\alpha: \mathbb{R}\to (0,1)$ which depended on the almost sure absolute convergence of the sums. Here we construct pure jump self-stabilizing processes when $\alpha$ may take values greater than 1 when convergence may no longer be absolute. We do this in two stages, firstly by setting up a process based on a fixed point set but taking random signs of the summands, and then randomizing the point set to get a process with the desired local properties. Comment: To appear, Journal of Theoretical Probability |
| Databáze: | arXiv |
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