| 半直线上随机环境中随机游动的极限性质 |
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| 引用本文： | 胡学平,李会葆,徐耸. 半直线上随机环境中随机游动的极限性质[J]. 应用概率统计, 2009, 25(6): 611-618 |
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| 作者姓名： | 胡学平 李会葆 徐耸 |
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| 作者单位： | 1. 安庆师范学院数学与计算科学学院,安庆,246133
2. 华东师范大学金融与统计学院,上海,200241 |
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| 基金项目： | 安徽省高校青年教师资助项目，安徽省教育厅自然科学基金 |
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| 摘 要： | 文对右半直线上在0点带有反射壁的随机环境中随机游动进行了研究,得到了在环境是平稳遍历条件下的常返准则及在环境是独立同分布条件下的一个强大数定律和中心极限定理.
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| 关 键 词： | 随机环境 随机游动 常返性 强大数定律 中心极限定理. |
Limit Properties for Random Walks in RandomEnvironments on Half-Line |
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| Hv XUEPING,LI HUIBAO,XU SONG. Limit Properties for Random Walks in RandomEnvironments on Half-Line[J]. Chinese Journal of Applied Probability and Statisties, 2009, 25(6): 611-618 |
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| Authors: | Hv XUEPING LI HUIBAO XU SONG |
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| Affiliation: | School of Mathematics and Computation Science,Anqing Teachers College,School of Finance and Statistics, East ChinaNormal University |
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| Abstract: | In this article, we mainly discuss a class ofrandom walks in random environments on right half line and obtain anrecurrence-transience criterion in stationary and ergodic randomenvironments. Then we further study the limit properties and derivea strong law of large numbers and a center limit theorem of thisrandom walks in i.i.d. random environments. So we extend someresults in cite{3}. |
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| Keywords: | Random environment random walks recurrence strong law of large numbers center limit theorem. |
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