Acknowledgements The author thanks Professor Yimin Xiao for stimulating discussion. Thanks are also due to the anonymous referees for their careful reading and useful suggestions. This work was supported in part by the National Natural Science Foundation of China (Grant No. 10901054).
We study the functional limits of continuous-time random walks (CTRWs) with tails under certain conditions. We find that the scaled CTRWs with tails converge weakly to an a-stable Levy process in D([0, 1]) with M1...
supported by National Natural Science Foundation of China (Grant No. 10901054)
Functional limit theorems for scaled occupation time fluctuations of a sequence of generalized branching particle systems in Rd with anisotropic space motions and strongly degenerated splitting abilities are studied i...
supported by National Natural Science Foundation of China (Grant No. 10901054)
In this paper,we prove approximations of multifractional Brownian motions with moving-average representations and of those with harmonizable representations in the space of continuous functions on [0,1]. These approxi...
supported by National Natural Science Foundation of China (10901054)
In this paper, we first prove that one-parameter standard α-stable sub-Gaussian processes can be approximated by processes constructed by integrals based on the Poisson process with random intensity. Then we extend t...
Supported by National Natural Science Foundation of China (Grant No. 10901054)
A relationship between continuous state population-size-dependent branching (CSDB) processes with or without immigration and discrete state population-size-dependent branching (DSDB) processes with or without immi...