一类相关随机游动的若干性质

Some Properties of a Class of Correlated Random Walks

相关随机游动是随机游动的一个重要分支。本文讨论了第二类相关随机游动的极限性质和重对数律作为推论、得到了第一类相关随机游动的极限性质和重对数律。

CRW is an important branch of random walk, in this paper, we discuss limit property and iterated law of second-class CRW. As its consequence, we obtain limit property and iterated law of first-class CRW.