懒惰强化随机漫步的渐近分析:一个鞅方法

IF 1.2 3区 数学 Q1 MATHEMATICS
Manuel González-Navarrete , Rodrigo Lambert , Víctor Hugo Vázquez-Guevara
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引用次数: 0

摘要

我们提供了懒惰强化随机漫步(LRRW’s)的极限行为的综合表征。这些随机漫步表现出三个不同的阶段:扩散阶段、临界阶段和超扩散阶段。利用鞅理论的方法,建立了扩散和临界状态的大数定律、高斯分布的几乎肯定收敛到偶矩、迭代对数定律、几乎肯定中心极限定理和泛函中心极限定理的适当版本。在超扩散状态下,我们证明了对随机变量的强收敛性,以及涨落的中心极限定理和迭代对数定律。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On the asymptotic analysis of lazy reinforced random walks: A martingale approach
We provide a comprehensive characterization of the limiting behavior of lazy reinforced random walks (LRRW's). These random walks exhibit three distinct phases: diffusive, critical, and superdiffusive. Using a martingale theory approach, we establish proper versions of the law of large numbers, the almost sure convergence to even moments of Gaussian distribution, the law of the iterated logarithm, the almost sure central limit theorem, and the functional central limit theorem for the diffusive and critical regimes. In the superdiffusive regime, we demonstrate strong convergence to a random variable, as well as a central limit theorem and a law of the iterated logarithm for the fluctuations.
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来源期刊
CiteScore
2.50
自引率
7.70%
发文量
790
审稿时长
6 months
期刊介绍: The Journal of Mathematical Analysis and Applications presents papers that treat mathematical analysis and its numerous applications. The journal emphasizes articles devoted to the mathematical treatment of questions arising in physics, chemistry, biology, and engineering, particularly those that stress analytical aspects and novel problems and their solutions. Papers are sought which employ one or more of the following areas of classical analysis: • Analytic number theory • Functional analysis and operator theory • Real and harmonic analysis • Complex analysis • Numerical analysis • Applied mathematics • Partial differential equations • Dynamical systems • Control and Optimization • Probability • Mathematical biology • Combinatorics • Mathematical physics.
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