期刊文献+

一维紧邻时间随机环境下可逗留随机游动的有关性质

Some Properties for One-dimensional Nearest-neighbor Random Walks in Time-Random Environments
下载PDF
导出
摘要 给出了可数状态空间中时间随机环境下可逗留随机游动的一个统一模型,对于一维紧邻时间随机环境下的随机游动,在一定的条件下,讨论它的极限性质和中心极限定理,该结论类似于空间随机环境下的随机游动的有关结论. A general model of random walk in time-random environments in any denumerable space is given in this paper,in the case of one-dimensional nearest-neighbor random walk,we derive limit theorem and a center limit theorem of this random walk under some conditions,which are similar to the corresponding results in the case of classical random walk.
作者 宋明珠
机构地区 铜陵学院教务处
出处 《大学数学》 2010年第3期84-87,共4页 College Mathematics
基金 铜陵学院院级科研项目(2009tlxy23)
关键词 时间随机环境 随机游动 极限定理 中心极限定理 time-random environments random walks limit theorem center limit theorem
  • 相关文献

参考文献7

  • 1Solomon F.Random walks in random enviroment[J].Ann.Prob.,1975,3(1):1-31.
  • 2Kalikow S.A generalized random walks in random environments[J].Ann.prob.,1981,9:735-768.
  • 3Zetonui O.Lecture notes on RWRE[DB].2001,available at http:www.wee.technion.ac.il/aeitouni/ps/notesl.ps.
  • 4Cogburn R.The ergodic tehory of Markov chains in random environments[J].Z.Wahrsch.Verw.Gebiete.,1984,66(2):109-128.
  • 5Orey S.Markov chains with stochastically transtion probabilities[J].Ann.prob.1991,19(3):907-928.
  • 6张晓敏,李波.时间随机环境下随机游动的渐近行为[J].应用数学,2004,17(2):295-300. 被引量:2
  • 7Stone C J.The growth of a random walk[J].Ann.Math.Statist.,1969,40:2203-2206.

二级参考文献8

  • 1Zeitouni O. Lecture notes on RWRE, 2001, available at http://www. wee. technion. ac. il/aeitouni/ps/notes1. ps.
  • 2Sznitman A S, Zerner M. A law of large numbers for random walks in random environment[J]. Ann Probab ,1999,27: 1851-1859.
  • 3Kalikow S A. Generalized random walks in random environments[J]. Ann Probab , 1981,9:753-768.
  • 4Spitzer F. Principles of random walk[M]. New York: Springer, 1964.
  • 5Zeitouni O. Random walks in random environments[J]. Proceedings of ICM 2002( Ⅲ ), 117 - 127.
  • 6Solomon F. Random walks in a random environment[J ]. Ann Probab , 1975,3: 1 - 31.
  • 7Cogburn R. The ergodic theory of Markov chains in random environments[J]. Z W , 1984,66: 109-128.
  • 8Orey S. Markov chains with stochastically stationary probabilities[J]. Ann Probab , 1991,19:907-926.

共引文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部