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直线上随机环境中可逗留的随机游动的若干性质 被引量:4

Some Properties of Random Walks with Resting State on the Line in Random Environments
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摘要 主要研究直线上随机环境中可逗留的随机游动的常返性与极限性质,在独立随机环境下,通过强大数定律给出了常返与暂留的一个充分条件;在一般随机环境下,通过数列的有界性给出了常返与零常返的充分条件并讨论了在独立随机环境下非常返性中的大数定律,从而推广了Solomon的研究框架. In this paper, we mainly deal with recurrence and limit theorem of random walks with resting state on the line in random environment. In independent random environment, we provide a recurrence-transience sufficient condiction by the strong law of large numbers and study the law of large numbers in the nonrecurrence. In general random environment, we provid some sufficient conditions for recurrence and null recurrence by boundedness of sequence of numbers. So we extend the frame which Solomon has studied.
出处 《数学研究》 CSCD 2006年第2期198-203,共6页 Journal of Mathematical Study
基金 安徽省高等学校自然科学研究项目(2005kj214)
关键词 随机环境 随机游动 常返 零常返 正常返 强大数定律 random environment random walk recurrence null recurrence positive recurrence strong law of large numbers
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参考文献1

二级参考文献6

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共引文献7

同被引文献17

  • 1胡学平.半直线上时间随机环境中随机游动的渐近性质[J].吉林大学学报(理学版),2007,45(3):339-343. 被引量:3
  • 2Kozlov, M.V., Random walk ina one dimensional random medium, Theory Prob. Appl., 18(1973), 387-388.
  • 3Solomon, F., Random walks in a random environment, Ann. Prob., 3(1975), 1-31.
  • 4Kesten, H., Sum of stationary sequences cannot grow slower than linearly, Proc. Amer. Math. Sac., 49(1975), 145-168.
  • 5Chung, K.L., A Course in Probability Theory, New York: Academic Press, 1974.
  • 6Alili, S., Asymptotic behavior for random walks in random environments, J. Appl. Prob., 36(1999), 334-349.
  • 7毕秋香.半直线上随机环境中的随机游动的若干性质[J].应用概率统计,1997,13(2):120-124. 被引量:23
  • 8Kozlov M. V. Random Walk in a One Dimensional Random Medi- um [ J]. Theory Prob Appl, 1973,18:387 - 388.
  • 9Solomon F. Random Walks in a Random Environment [ J]. Ann Prob, 1975,(3) :1 -31.
  • 10Feller. Probability Theory'and Application [ M ]. New York : Ac- ademic Press, 1977.

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