The aim of this paper is to study transport processes with random jump rate, i.e. mixed transport processes. We introduce and construct such processes by means of the approach based on dynamical systems. Furthermore, if our models evolve linearly, a strong large number law and a functional central limit theorem hold

Transport processes with random jump rate / DE GREGORIO, Alessandro. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - STAMPA. - 118:(2016), pp. 127-134. [10.1016/j.spl.2016.06.022]

Transport processes with random jump rate

DE GREGORIO, ALESSANDRO
2016

Abstract

The aim of this paper is to study transport processes with random jump rate, i.e. mixed transport processes. We introduce and construct such processes by means of the approach based on dynamical systems. Furthermore, if our models evolve linearly, a strong large number law and a functional central limit theorem hold
2016
financial application; functional central limit theorem; mixed Poisson process; random dynamical system; random flight; strong law of large numbers; statistics and probability; statistics, probability and uncertainty
01 Pubblicazione su rivista::01a Articolo in rivista
Transport processes with random jump rate / DE GREGORIO, Alessandro. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - STAMPA. - 118:(2016), pp. 127-134. [10.1016/j.spl.2016.06.022]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/943519
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