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1.
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   

2.
时间随机环境下随机游动的强大数定律   总被引:2,自引:0,他引:2  
张晓敏 《数学杂志》2004,24(2):231-236
文章在可数状态空间中建立了时间随机环境下随机游动的一个广泛的模型。并且当环境独立同分布时 ,对最近领域情况下的随机环境下随机游动 ,得到了相应的强大数定律。  相似文献   

3.
汪忠志  李文喜 《数学杂志》2017,37(1):118-128
本文研究在局部连通图中取值的随机元的r-阶均值集、r-阶广义样本均值集的基本性质及其极限性质.利用关于随机元的分离引理以及随机游动的常返性,得到了关于图值随机元序列广义强大数定理.推广了已有的结果.  相似文献   

4.
利用逆鞅、截尾等方法,我们得出行-列可交换随机变量组列的大数定律,作为推论,我们得到具有有限均值的行-列可交换无限组列满足强大数定律的充要条件是该组列的对角线元素不相关.再充分利用对称性及可交换性,我们得到对称可交换随机变量和的极限定理,并由此导出对称行-列可交换随机变量组列的完全收敛定理  相似文献   

5.
In this paper, a weak law of large numbers is obtained for the range of two dimensional reversible random walk in a random environment.Partly supported by NSF of China.  相似文献   

6.
邱德华 《数学杂志》2015,35(6):1445-1452
本文研究了NA随机变量的Egorov型强大数律.利用NA随机变量的概率不等式,得到了NA随机变量序列的Egorov型强大数律的一些等价条件,所获结果推广和改进了在独立随机变量序列的Egorov的结果和在NA随机变量序列已有的一些结果.  相似文献   

7.
两两NQD列的大数定律和完全收敛性   总被引:21,自引:0,他引:21  
本文主要研究了两两NQD列的的大数定律和完全收敛性,获得了与独立情形一样的大数定律和完全收敛定理.  相似文献   

8.
任敏  张光辉  费时龙 《数学杂志》2012,32(5):930-934
本文给出环境独立时半直线上随机游动的模型.在假定环境满足一定的条件下,证明了一个强大数定律,运用该定律讨论了过程常返性及非常返的判定.  相似文献   

9.
We consider a discrete time random environment. We state that when the random walk on real number space in a environment is i.i.d., under the law, the law of large numbers, iterated law and CLT of the process are correct space-time random marginal annealed Using a martingale approach, we also state an a.s. invariance principle for random walks in general random environment whose hypothesis requires a subdiffusive bound on the variance of the quenched mean, under an ergodic invariant measure for the environment chain.  相似文献   

10.
讨论了-般环境中二重随机游动的强泛函大数定律,给出了当过程几乎处处趋向于正无穷时的泛函大数定律成立的几个充分条件.  相似文献   

11.
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   

12.
Etemadi (in Z. Wahrscheinlichkeitstheor. Verw. Geb. 55, 119–122, 1981) proved that the Kolmogorov strong law of large numbers holds for pairwise independent identically distributed (pairwise i.i.d.) random variables. However, it is not known yet whether the Marcinkiewicz–Zygmund strong law of large numbers holds for pairwise i.i.d. random variables. In this paper, we obtain the Marcinkiewicz–Zygmund type strong law of large numbers for pairwise i.i.d. random variables {X n ,n≥1} under the moment condition E|X 1| p (loglog|X 1|)2(p?1)<∞, where 1<p<2.  相似文献   

13.
1.IntroductionLetTNbetheinfinitetreewithN 1branchesemanatingfromeachvertex.Namely,TNisaninfiniteconnectedgraphwithnonon-trivialclosedloopsinwhicheverynodebelongstoexactlyN Iedges.SinceTIcanbethoughtofasaonedimensionallattice,whichhasbeenwellstudied,throug…  相似文献   

14.
Journal of Theoretical Probability - We consider the range of the simple random walk on graphs with spectral dimension two. We give a form of strong law of large numbers under a certain uniform...  相似文献   

15.
时间随机环境下随机游动的渐近行为   总被引:2,自引:0,他引:2  
张晓敏  李波 《应用数学》2004,17(2):295-300
本文给出了可数状态空间中时间随机环境下随机游动的一个统一的模型 .对于最常见的情况 ,即d维最近邻域随机环境下随机游动 ,如果环境是严平稳的 ,则在一定条件下 ,该随机游动满足强大数定律和中心极限定理 .特别地 ,当环境独立同分布时 ,我们可以得到更为具体的结果 ,该结果类似于经典的随机游动的相应结论 .  相似文献   

16.
We construct the Poisson boundary for a random walk supported by the general linear group on the rational numbers as the product of flag manifolds over the p-adic fields. For this purpose, we prove a law of large numbers using Oseledets’ multiplicative ergodic theorem. The only assumption we need is some moment condition on the measure governing the jumps of the random walk, but no irreducibility hypothesis is made.  相似文献   

17.
本文研究取值在Banach空间中的随机变量序列的强收敛问题,在假设随机变量序列弱大数定律成立的条件下,证明了一般形式的Teicher强大数定律成立.  相似文献   

18.
This paper is devoted to the study of random walks on infinite trees with finitely many cone types (also called periodic trees). We consider nearest neighbour random walks with probabilities adapted to the cone structure of the tree, which include in particular the well studied classes of simple and homesick random walks. We give a simple criterion for transience or recurrence of the random walk and prove that the spectral radius is equal to 1 if and only if the random walk is recurrent. Furthermore, we study the asymptotic behaviour of return probabilitites and prove a local limit theorem. In the transient case, we also prove a law of large numbers and compute the rate of escape of the random walk to infinity, as well as prove a central limit theorem. Finally, we describe the structure of the boundary process and explain its connection with the random walk.  相似文献   

19.
p—型空间与B值随机元和尾概率的收敛速度   总被引:1,自引:0,他引:1  
本文讨论了B值随机元非随机足标与随机足标和尾概率的收敛速度。借助于B值独立随机元序列满足强大数定律与弱大数定律等价的这一特性,得到了Banach空间p型性质的刻划,同时将(1,2)中实值独立同分布随机变量和完全收敛性的相应结果推广到B值独立但不必同分布情形。  相似文献   

20.
In this paper a mixed random walk on nonnegative matrices has been studied. Under reasonable conditions, existence of a unique invariant probability measure and a law of large numbers have been established for such walks.  相似文献   

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