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Asymptotic behaviour of stochastic systems with conditionally exponential decay property

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Jurlewicz A., Weron A., Weron K.

Applicationes Mathematicae

1995-1996

tom 23

nr 4

379-394

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.

Ograniczanie wyników

1 Applicationes Mathematicae

1 Jurlewicz A.

1 Weron A.

1 Weron K.

1 1996

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Asymptotic behaviour of stochastic systems with conditionally exponential decay property