共查询到20条相似文献,搜索用时 27 毫秒
1.
A.F. Karr 《Stochastic Processes and their Applications》1978,8(2):159-169
A derived random measure is constructed by integration of a random process with respect to a random measure independent of that process. Basic distributional properties, a continuity theorem, sample path properties, a strong law of large numbers, and a central limit theorem for derived random measures are established. Applications are given to compounding and thinning of point processes and the measure of a random set. 相似文献
2.
Yuri Kifer 《Transactions of the American Mathematical Society》1998,350(4):1481-1518
I derive general relativized central limit theorems and laws of iterated logarithm for random transformations both via certain mixing assumptions and via the martingale differences approach. The results are applied to Markov chains in random environments, random subshifts of finite type, and random expanding in average transformations where I show that the conditions of the general theorems are satisfied and so the corresponding (fiberwise) central limit theorems and laws of iterated logarithm hold true in these cases. I consider also a continuous time version of such limit theorems for random suspensions which are continuous time random dynamical systems.
3.
A random walk with a branching system in random environments 总被引:1,自引:0,他引:1
We consider a branching random walk in random environments, where the particles are reproduced as a branching process with a random environment (in time), and move independently as a random walk on Z with a random environment (in locations). We obtain the asymptotic properties on the position of the rightmost particle at time n, revealing a phase transition phenomenon of the system. 相似文献
4.
Some random approximations and random fixed point theorems for 1-set-contractive random operators 总被引:3,自引:0,他引:3
Liu Li-Shan 《Proceedings of the American Mathematical Society》1997,125(2):515-521
In this paper, we will prove that the random version of Fan's Theorem (Math. Z. 112 (1969), 234-240) is true for 1-set-contractive random operator , where is a weakly compact separable closed ball in a Banach space and is a measurable space. This class of 1-set-contractive random operator includes condensing random operators, semicontractive random operators, LANE random operators, nonexpansive random operators and others. As applications of our theorems, some random fixed point theorems of non-self-maps are proved under various well-known boundary conditions.
5.
给出在Banach空间中一类随机算子方程的随机解的某些新结果,它推广文[4]与文[6]中几个结果. 相似文献
6.
Yuehan Tang 《Linear and Multilinear Algebra》2013,61(3):409-416
The purpose of this article is to give two random spectral theorems of self-adjoint random linear operators on complete complex random inner product modules. 相似文献
7.
《Stochastics An International Journal of Probability and Stochastic Processes》2013,85(6):1040-1059
In this paper, we are concerned with generalized random linear operators on a separable Hilbert space. Generalized random linear bounded operators, generalized random linear normal operators and generalized random linear self-adjoint operators are defined and investigated. The spectral theorems for generalized random linear normal operators and generalized random linear self-adjoint operators are obtained. 相似文献
8.
Fuqing GAO 《Frontiers of Mathematics in China》2015,10(4):857
We consider laws of iterated logarithm for one-dimensional transient random walks in random environments. A quenched law of iterated logarithm is presented for transient random walks in general ergodic random environments, including independent identically distributed environments and uniformly ergodic environments. 相似文献
9.
ZHU YuJun & ZHANG JinLian College of Mathematics Information Science Hebei Normal University Shijiazhuang China 《中国科学 数学(英文版)》2010,(2)
In this paper, the concept of Lyapunov exponent is generalized to random transformations that are not necessarily differentiable. For a class of random repellers and of random hyperbolic sets obtained via small perturbations of deterministic ones respectively, the new exponents are shown to coincide with the classical ones. 相似文献
10.
The concepts of Markov process in random environment and homogeneous random transition functions are introduced. The necessary and sufficient conditions for homogeneous random transition function are given. The main results in this article are the analytical properties, such as continuity, differentiability, random Kolmogorov backward equation and random Kolmogorov forward equation of homogeneous random transition functions. 相似文献
11.
Silvia Vogel 《Annals of Operations Research》2006,142(1):269-282
The paper considers upper semicontinuous behavior in distribution of sequences of random closed sets. Semiconvergence in distribution
will be described via convergence in distribution of random variables with values in a suitable topological space. Convergence
statements for suitable functions of random sets are proved and the results are employed to derive stability statements for
random optimization problems where the objective function and the constraint set are approximated simultaneously.
The author is grateful to two anonymous referees for helpful suggestions. 相似文献
12.
Mei Juan Zhang 《数学学报(英文版)》2014,30(3):395-410
We consider a random walk in random environment on a strip, which is transient to the right. The random environment is stationary and ergodic. By the constructed enlarged random environment which was first introduced by Goldsheid (2008), we obtain the large deviations conditioned on the environment (in the quenched case) for the hitting times of the random walk. 相似文献
13.
We give a new proof of the central limit theorem for one dimensional symmetric random walk in random environment. The proof
is quite elementary and natural. We show the convergence of the generators and from this we conclude the convergence of the
process. We also investigate the hydrodynamic limit (HDL) of one dimensional symmetric simple exclusion in random environment
and prove stochastic convergence of the scaled density field. The macroscopic behaviour of this field is given by a linear
heat equation. The diffusion coefficient is the same as that of the corresponding random walk.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
14.
We study the problem of scenery reconstruction in arbitrary dimension using observations registered in boxes of size k (for k fixed), seen along a branching random walk. We prove that, using a large enough k for almost all the realizations of the branching random walk, almost all sceneries can be reconstructed up to equivalence. 相似文献
15.
吴永锋 《纯粹数学与应用数学》2009,25(2):377-383
设{Xn,n≥1)是NA列或两两NQD列,{ank;1≤k≤n,n∈N)是实数阵列.利用矩不等式和截尾方法,研究了∑k=1^n ankXk的L^p收敛性,所获结论推广和改进了前人的相应结果. 相似文献
16.
N值随机序列的随机选择的强极限定理 总被引:6,自引:0,他引:6
汪忠志 《纯粹数学与应用数学》1999,15(4):56-61
将赌博系统的随机选择理论扩展到N值随机序列,利用似然比概念及分析技术,得到一个随机选择下有序数偶相对频率的强极限定理 相似文献
17.
Martin Hildebrand 《Random Structures and Algorithms》1996,8(4):301-318
This paper looks at random regular simple graphs and considers nearest neighbor random walks on such graphs. This paper considers walks where the degree d of each vertex is around (log n)a where a is a constant which is at least 2 and where n is the number of vertices. By extending techniques of Dou, this paper shows that for most such graphs, the position of the random walk becomes close to uniformly distributed after slightly more than log n/log d steps. This paper also gets similar results for the random graph G(n, p), where p = d/(n − 1). © 1996 John Wiley & Sons, Inc. 相似文献
18.
We compute the exact asymptotic normalizations of random walks in random sceneries, for various null recurrent random walks to the nearest neighbours, and for i.i.d., centered and square integrable random sceneries. In each case, the standard deviation grows like n with
. Here, the value of the exponent is determined by the sole geometry of the underlying graph, as opposed to previous examples, where this value reflected mainly the integrability properties of the steps of the walk, or of the scenery. For discrete Bessel processes of dimension d[0;2[, the exponent is
. For the simple walk on some specific graphs, whose volume grows like nd for d[1;2[, the exponent is =1−d/4. We build a null recurrent walk, for which
without logarithmic correction. Last, for the simple walk on a critical Galton–Watson tree, conditioned by its nonextinction, the annealed exponent is
. In that setting and when the scenery is i.i.d. by levels, the same result holds with
. 相似文献
19.
In this article, we mainly discuss the asymptotic behavior for multi-dimensional continuous-time random walk in random environment with holding times. By constructing a renewal structure and using the point “environment viewed from the particle”, under General Kalikow's Condition, we show the law of large numbers (LLN) and central limit theorem (CLT) for the escape speed of random walk. 相似文献
20.
We present a concentration result concerning random weighted projections in high dimensional spaces. As applications, we prove (1) New concentration inequalities for random quadratic forms. (2) The infinity norm of most unit eigenvectors of a random ±1 matrix is of order . (3) An estimate on the threshold for the local semi‐circle law which is tight up to a factor. © 2014 Wiley Periodicals, Inc. Random Struct. Alg., 47, 792–821, 2015 相似文献