Asymptotic Behavior of Homogeneous Additive Functionals Defined on the Solutions of Itô SDEs with Non-regular Dependence on a Parameter

2020 ◽  
pp. 129-175
Author(s):  
Grigorij Kulinich ◽  
Svitlana Kushnirenko ◽  
Yuliya Mishura
Keyword(s):  
Asymptotic Behavior ◽  
Additive Functionals ◽  
Dependence On A Parameter

On a Voronoi aggregative process related to a bivariate Poisson process

1996 ◽  
Vol 28 (04) ◽  
pp. 965-981 ◽  
Author(s):  
S. G. Foss ◽  
S. A. Zuyev
Keyword(s):  
Asymptotic Behavior ◽  
Lower Bounds ◽  
Distribution Functions ◽  
Poisson Processes ◽  
Upper And Lower Bounds ◽  
Additive Functionals ◽  
Second Moments ◽  
Explicit Formulae ◽  
Bivariate Poisson Process ◽  
Sum Of Distances

We consider two independent homogeneous Poisson processes Π0 and Π1 in the plane with intensities λ0 and λ1, respectively. We study additive functionals of the set of Π0-particles within a typical Voronoi Π1-cell. We find the first and the second moments of these variables as well as upper and lower bounds on their distribution functions, implying an exponential asymptotic behavior of their tails. Explicit formulae are given for the number and the sum of distances from Π0-particles to the nucleus within a typical Voronoi Π1-cell.

On a Voronoi aggregative process related to a bivariate Poisson process

1996 ◽  
Vol 28 (4) ◽  
pp. 965-981 ◽  
Author(s):  
S. G. Foss ◽  
S. A. Zuyev
Keyword(s):  
Asymptotic Behavior ◽  
Lower Bounds ◽  
Distribution Functions ◽  
Poisson Processes ◽  
Upper And Lower Bounds ◽  
Additive Functionals ◽  
Second Moments ◽  
Explicit Formulae ◽  
Bivariate Poisson Process ◽  
Sum Of Distances

We consider two independent homogeneous Poisson processes Π0 and Π1 in the plane with intensities λ0 and λ1, respectively. We study additive functionals of the set of Π0-particles within a typical Voronoi Π1-cell. We find the first and the second moments of these variables as well as upper and lower bounds on their distribution functions, implying an exponential asymptotic behavior of their tails. Explicit formulae are given for the number and the sum of distances from Π0-particles to the nucleus within a typical Voronoi Π1-cell.

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