Laplace operator and random walk on one-dimensional nonhomogeneous lattice

A classical result of probability theory states that under suitable space and time renormalization, a random walk converges to Brownian motion. We prove an analogous result in the case of nonhomogeneous random walk on onedimensional lattice. Under suitable conditions on the nonhomogeneous medium, we prove convergence to Brownian motion and explicitly compute the diffusion coefficient. The proofs are based on the study of the spectrum of random matrices of increasing dimension.     

The asymptotic behavior of a random walk on a dual-medium lattice

This paper considers the asymptotic distribution for the horizontal displacement of a random walk in a medium represented by a two-dimensional lattice, whose transitions are to nearest-neighbor sites, are symmetric in the horizontal and vertical directions, and depend on the column currently occupied. On either side of a change-point in the medium, the transition probabilities are assumed to obey an asymptotic density condition. The displacement, when suitably normalized, converges to a diffusion process of oscillating Brownian motion type. Various special cases are discussed.     

Some approximation methods for the distribution of random sums

This paper deals with approximation methods for the distribution of random sums, a subject being of high interest especially in actuarial mathematics (distribution of the total claim during a fixed time interval). Above all the authors intended to deliver rigid proofs for some propositions (such as Esscher and Edgeworth approximation) which are established in relevant articles frequently only in heuristic manner.     

痕量元素分析中的随机误差的估计

本文讨论了痕量元素分析中的随机误差的规律性。文中对专家们提出的各种误差分布模型进行了比较和分析。采用12个标准物质样品的23种痕量元素的大量分析数据，对痕量分析的相对标准偏差和含量的关系进行了不同模型的研究，并由此得到相应的数学表达式，用于控制痕量分析中的随机误差，数学表达式表明了检出限，含量和随机误差的关系，采用此数学表达式对23种痕量元素的4万余个分析数据进行了检验，结果和我们预期的结论相当吻合。     

Asymptotic solutions of the continuous-time random walk model of diffusion

Asymptotic distributions of the Montroll-Weiss equation for the continuous-time random walk are investigated for long times. It is shown that, for a certain subclass of the hopping waiting time distributions belonging to the domain of attraction of stable distributions, these asymptotic distributions are of stable form. This indicates that the realm of applicability of the diffusion equation is limited. The Montroll-Weiss equation is rederived to include the influence of the initial waiting interval and the role of the stable distributions in physical problems is briefly discussed.     

Gibbs and Markov random systems with constraints

This paper concerns random systems made up out of a finite collection of elements. We are interested in how a fixed structure of interactions reflects on the assignment of probabilities to overall states. In particular, we consider two simple models of random systems: one generalizing the notion of Gibbs ensemble abstracted from statistical physics; the other, Markov fields derived from the idea of a Markov chain. We give background for these two types, review proofs that they are in fact identical for systems with nonzero probabilities, and explore the new behavior that arises with constraints. Finally, we discuss unsolved problems and make suggestions for further work.     

On the expected number of distinct points in a subset visited by anN-step random walk

Many investigators have calculated asymptotically valid expressions for the expected number of distinct points visited by ann-step random walk on a lattice. In this note we point out that the same formalism can be used to study the expected number of distinct points in a subset of lattice points. We also calculate the expected occupancy of the subset and give sufficient conditions for the ratio of the two calculated quantities to have the same asymptotic time dependence as for the full lattice. Specific examples are considered.     

Random walks on a lattice

This paper discusses the mean-square displacement for a random walk on a two-dimensional lattice, whose transitions to nearest-neighbor sites are symmetric in the horizontal and vertical directions and depend on the column currently occupied. Under a uniform density condition for the step probabilities it is shown that the horizontal mean-square displacement aftern steps is asymptotically proportional ton, and independent of the particular column configuration. The model generalizes that of Seshadri, Lindenberg, and Shuler and the arguments are essentially probabilistic.     

Analytic results for asymmetric Random Walk with exponential transition probabilities

We present here exact analytic results for a random walk on a one-dimensional lattice with asymmetric, exponentially distributed jump probabilities. We derive the generating functions of such a walk for a perfect lattice and for a lattice with absorbing boundaries. We obtain solutions for some interesting moment properties, such as mean first passage time, drift velocity, dispersion, and branching ratio for absorption. The symmetric exponential walk is solved as a special case. The scaling of the mean first passage time with the size of the system for the exponentially distributed walk is determined by the symmetry and is independent of the range.Supported by the National Science Foundation and the Department of Energy.NSF Energy Related Postdoctoral Fellow.     

A uniform bound for the deviation of empirical distribution functions

If X₁, …, X_n are independent R^d-valued random vectors with common distribution function F, and if F_n is the empirical distribution function for X₁, …, X_n, then, among other things, it is shown that P{sup_x F_n(x) ε} 2e²(2n)^de^−2nε2 for all nε² ≥ d². The inequality remains valid if the X_i are not identically distributed and F(x) is replaced by Σ_iP{X_i ≤ x}/n.