Path properties of an infinite system of Wiener processes (Q1210345)
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English | Path properties of an infinite system of Wiener processes |
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Path properties of an infinite system of Wiener processes (English)
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8 August 1993
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Let \(X_ i(t)=X_ i+W_ i(t)\), \(i=1,2\), where \(X_ i\) are the points of a Poisson process on \(R^ d\) of intensity \(\lambda\) and \(\{W_ i(t)\}\) is a sequence of independent Wiener processes. The a.s. behaviour and bounds or limit distributions of the processes \[ s(t)=\#\{i:\| X_ i(t)\|\leq 1\},\quad S(T)=\sup_{0\leq t\leq T}s(t),\quad {\mathcal D}(T)=\int^ T_ 0s(t)dt \] are studied. Similar problems are solved if the initial Poisson process is changed by some more general processes.
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limit distribution
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Wiener processes
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Poisson process
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