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带有粘性障碍的随机漫步

IF 0.7 Q3 STATISTICS & PROBABILITY
Modern Stochastics-Theory and Applications Pub Date : 2022-01-01 DOI:10.15559/22-vmsta202
V. Bohun, A. Marynych
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引用次数: 0

摘要

介绍并分析了一类新的多维局部摄动随机漫步，即粘障随机漫步。证明了连续障碍撞击次数的大数定律和函数极限定理。
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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Random walks with sticky barriers
A new class of multidimensional locally perturbed random walks called random walks with sticky barriers is introduced and analyzed. The laws of large numbers and functional limit theorems are proved for hitting times of successive barriers.
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来源期刊
Modern Stochastics-Theory and Applications
Modern Stochastics-Theory and Applications STATISTICS & PROBABILITY-
CiteScore
1.30
自引率
50.00%
发文量
0
审稿时长
10 weeks
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