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ArticleOriginal scientific text

Title

Asymptotic behaviour of stochastic systems with conditionally exponential decay property

Authors 1, 2, 2

Affiliations

  1. Hugo Steinhaus Center for Stochastic Methods, Technical University of Wrocław, 50-370 Wrocław, Poland
  2. Institute of Physics, Technical University of Wrocław, 50-370 Wrocław, Poland

Abstract

A new class of CED systems, providing insight into behaviour of physical disordered materials, is introduced. It includes systems in which the conditionally exponential decay property can be attached to each entity. A limit theorem for the normalized minimum of a CED system is proved. Employing different stable schemes the universal characteristics of the behaviour of such systems are derived.

Keywords

ENG
stable distributions, minima of random sequences, stochastic CED systems, reaction kinetics, dielectric relaxation, stability of stochastic models

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Applicationes Mathematicae
1995-1996/23/4
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Pages:
379-394
Main language of publication
English
Received
1994-11-18
Accepted
1995-09-27
Published
1996
Exact and natural sciences