Energy of taut strings accompanying random walk

IF 0.4 4区数学 Q4 STATISTICS & PROBABILITY

Probability and Mathematical Statistics-Poland Pub Date : 2020-01-01 DOI:10.37190/0208-4147.41.1.2

M. Lifshits, A. Siuniaev

引用次数: 0

Abstract

We consider the kinetic energy of the taut strings accompanying trajectories of a Wiener process and a random walk. Under certain assumptions on the band width, it is shown that the energy of a taut string accompanying a random walk within a band satisfies the same strong law of large numbers as proved earlier for a Wiener process and a fixed band width. New results for Wiener processes are also obtained. 2020 Mathematics Subject Classification: Primary 60G15; Secondary 60G17, 60F15.

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随随机游走的紧弦能量

我们考虑了伴随维纳过程和随机游走轨迹的拉紧弦的动能。在一定的带宽假设下，证明了带内随机游走的拉紧弦的能量与前面在Wiener过程和固定带宽下证明的一样，满足强大数定律。对维纳过程也得到了新的结果。2020年数学学科分类:小学60G15;二级60G17、60F15。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Probability and Mathematical Statistics-Poland STATISTICS & PROBABILITY-

CiteScore

0.70

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.