Central Limit Theorem for Linear Stochastic Evolutions

Q2 Mathematics
M. Nakashima
{"title":"Central Limit Theorem for Linear Stochastic Evolutions","authors":"M. Nakashima","doi":"10.1215/KJM/1248983037","DOIUrl":null,"url":null,"abstract":"We consider a Markov chain with values in [0,$\\infty$)$^{\\mathbb{z}d}$. The Markov chain includes some interesting examples such as the oriented site percolation, the directed polymers in random environment, and a time discretization of the binary contact process. We prove a central limit theorem for �the spatial distribution of population� when $d\\geq 3$ and a certain square-integrability condition for the total population is satisfied. This extends a result known for the directed polymers in random environment to a large class of models.","PeriodicalId":50142,"journal":{"name":"Journal of Mathematics of Kyoto University","volume":"49 1","pages":"201-224"},"PeriodicalIF":0.0000,"publicationDate":"2009-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"11","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Mathematics of Kyoto University","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1215/KJM/1248983037","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 11

Abstract

We consider a Markov chain with values in [0,$\infty$)$^{\mathbb{z}d}$. The Markov chain includes some interesting examples such as the oriented site percolation, the directed polymers in random environment, and a time discretization of the binary contact process. We prove a central limit theorem for �the spatial distribution of population� when $d\geq 3$ and a certain square-integrability condition for the total population is satisfied. This extends a result known for the directed polymers in random environment to a large class of models.
线性随机演化的中心极限定理
我们考虑一个值为[0,$\infty$) $^{\mathbb{z}d}$的马尔可夫链。马尔可夫链包括一些有趣的例子,如定向位渗透,随机环境中的定向聚合物,以及二元接触过程的时间离散化。当$d\geq 3$和总体的平方可积性条件满足时,证明了“总体空间分布”的中心极限定理。这将已知的随机环境下定向聚合物的结果扩展到大类模型。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 求助全文
来源期刊
CiteScore
1.20
自引率
0.00%
发文量
0
期刊介绍: Papers on pure and applied mathematics intended for publication in the Kyoto Journal of Mathematics should be written in English, French, or German. Submission of a paper acknowledges that the paper is original and is not submitted elsewhere.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信