共查询到20条相似文献,搜索用时 15 毫秒
1.
2.
3.
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
4.
刘文 《应用数学学报(英文版)》1996,12(3):328-331
ASTRONGLIMITTHEOREMFORGENERALIZEDCANTOR-LIKE RANDOM SEQUENCESLIUWEN(刘文)(DepartmentofMathematicsandPhysics,HebeiUniversityofTe... 相似文献
5.
6.
混合序列部分和的强大数定律 总被引:1,自引:0,他引:1
设{Xn,n≥1)是ρ^-混合序列.利用随机变量的截尾方法和ρ^-混合序列的三级数定理这一工具研究了ρ^-混合序列的性质。得到了矩条件下ρ^-混合序列的—类强极限定理和强大数定律。并给出了一些简单应用。推广了若干经典的强大数定律. 相似文献
7.
Suppose 0t
1<t
2<... are fixed points in time. At timet
k
, a unit with magnitudeX
k
and lifetimeL
k
enters a population or is placed into a system. Suppose that theX
k
's are i.i.d. withEX
1=, theL
k
's are i.i.d., and that theX
k
's andL
k
's are independent. In this paper we find conditions under which the continuous time process Avr{X
k
:t
k
t<t
k
+L
k
} is almost surely convergent to . We also demonstrate the sharpness of these conditions. 相似文献
8.
9.
《随机分析与应用》2013,31(4):751-756
Abstract A strong law of large numbers under conditions irrespective of the joint distribution of the sequence is extended to random sets. The extension is such that the role of events of the form {||V n || ≤ b n } (where V n is a random element of a separable Banach space) is played by events of the form {X n ? B n } (where X n is a random closed bounded set). 相似文献
10.
Wen-sheng Wang 《应用数学学报(英文版)》2007,23(3):495-500
In this paper, we study strong laws of large numbers for random walks in random sceneries. Some mild sufficient conditions for the validity of strong laws of large numbers are obtained. 相似文献
11.
We introduce a new condition for {Yτn} to have the same asymptotic distribution that {Yn} has, where {Yn} is a sequence of random elements of a metric space (S, d) and {τn} is a sequence of random indices. The condition on {Yn} is that maxiDnd(Yi, Yan)→p0 as n → ∞, where Dn = {i: |ki−kan| ≤ δankan} and {δn} is a nonincreasing sequence of positive numbers. The condition on {τn} is that P(|(kτn/kan)−1| > δan) → 0 as n → ∞. Under these conditions, we will show that d(Yτn, Yan) → P0 and apply this result to the CLT for a general class of sequences of dependent random variables. 相似文献
12.
王学武 《纯粹数学与应用数学》2009,25(1):195-202
利用分析方法建立了用不等式表示的用对数似然比刻划的任意相依离散随机变量序列的强偏差定理,作为推论得到了更一般的离散随机变量序列加权和的强大数定律. 相似文献
13.
14.
Joseph C. Watkins 《Stochastic Processes and their Applications》1985,19(2):189-224
On a separable Banach space, let A(ξ1),A(ξ2),... be a strictly stationary sequence of infinitesimal operators, centered so that EA(ξi) = 0, i = 1,2,.... This paper characterizes the limit of the random evolutions as the solution to a martingale problem. This work is a direct extension of previous work on i.i.d. random evolutions. 相似文献
15.
Let ?(n,x) be the local time of a random walk on Z2. We prove a strong law of large numbers for the quantity Ln(α)=∑x∈Z2?(n,x)α for all α≥0. We use this result to describe the distribution of the local time of a typical point in the range of the random walk. 相似文献
16.
Ilya Ya. Goldsheid 《Probability Theory and Related Fields》2008,141(3-4):471-511
The main goal of this work is to study the asymptotic behaviour of hitting times of a random walk (RW) in a quenched random
environment (RE) on a strip. We introduce enlarged random environments in which the traditional hitting time can be presented as a sum of independent random variables whose distribution functions
form a stationary random sequence. This allows us to obtain conditions (stated in terms of properties of random environments)
for a linear growth of hitting times of relevant random walks. In some important cases (e.g. independent random environments)
these conditions are also necessary for this type of behaviour. We also prove the quenched Central Limit Theorem (CLT) for
hitting times in the general ergodic setting. A particular feature of these (ballistic) laws in random environment is that,
whenever they hold under standard normalization, the convergence is a convergence with a speed. The latter is due to certain
properties of moments of hitting times which are also studied in this paper. The asymptotic properties of the position of
the walk are stated but are not proved in this work since this has been done in Goldhseid (Probab. Theory Relat. Fields 139(1):41–64,
2007).
相似文献
17.
We consider random processes occurring on bond percolation clusters and represented as a generalization of the “divide and color model” introduced by Häggström in 2001. We investigate the asymptotic behaviors for bond percolation clusters with uncorrelated weights. For subcritical and supercritical phases, we prove the law of large numbers and central limit theorems in the models corresponding to the so-called quenched and annealed probabilities. 相似文献
19.
Summary Moment inqualities and strong laws of large numbers are proved for random allocations of balls into boxes. Random broken lines
and random step lines are constructed using partial sums of i.i.d. random variables that are modified by random allocations.
Functional limit theorems for such random processes are obtained. 相似文献
20.
利用随机变量的截尾研究任意随机变量序列的性质,建立了一类矩条件下任意随机变量序列的强极限定理.作为推论,得到了可列非齐次马尔可夫过程的一个强极限定理,推广了鞅差序列当1≤p≤2和p≥2时的Chow定理,相应的一些已有结果和若干经典的关于独立随机变量序列的强大数定律是本文的特例。 相似文献