Gaussian noise related to generalised Ehrenfest model

Q4 Mathematics
Y. Miniailyk
{"title":"Gaussian noise related to generalised Ehrenfest model","authors":"Y. Miniailyk","doi":"10.37863/tsp-0919442573-40","DOIUrl":null,"url":null,"abstract":"\nIn this article we consider the generalization of Ehrenfest model, where at each moment of time not 1 but some k of n particles go from one box to another. We describe this process by a sequence of Bernoulli random vectors. We define related Bernoulli noise on a set of continuous functions for different times, and prove that it converges to Ornstein-Uhlenbeck sequence of Gaussian white noises when number of particles tends to infinity.\n","PeriodicalId":38143,"journal":{"name":"Theory of Stochastic Processes","volume":"15 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2022-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Stochastic Processes","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.37863/tsp-0919442573-40","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 0

Abstract

In this article we consider the generalization of Ehrenfest model, where at each moment of time not 1 but some k of n particles go from one box to another. We describe this process by a sequence of Bernoulli random vectors. We define related Bernoulli noise on a set of continuous functions for different times, and prove that it converges to Ornstein-Uhlenbeck sequence of Gaussian white noises when number of particles tends to infinity.
与广义Ehrenfest模型相关的高斯噪声
在本文中,我们考虑了Ehrenfest模型的推广,在每个时刻,不是1个而是k (n)个粒子从一个盒子到另一个盒子。我们用一个伯努利随机向量序列来描述这个过程。我们在一组连续函数上定义了不同时间的相关伯努利噪声,并证明了当粒子数趋于无穷时,它收敛于高斯白噪声的Ornstein-Uhlenbeck序列。
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
Theory of Stochastic Processes
Theory of Stochastic Processes Mathematics-Applied Mathematics
CiteScore
0.20
自引率
0.00%
发文量
0
×
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