A limit theorem for symmetric Markovian random evolution in R^m
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
A limit theorem for symmetric Markovian random evolution in R^m
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| Creator |
Kolesnik, A.D.
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| Description |
We consider the symmetric Markovian random evolution X(t) performed by a particle that moves with constant finite speed c in the Euclidean space R^m, m >= 2. Its motion is subject to the control of a homogeneous Poisson process of rate λ > 0. We show that, under the Kac condition c → ∞, λ →∞, (c^2/λ) → ρ, ρ > 0, the transition density of X(t) converges to the transition density of the homogeneous Wiener process with zero drift and the diffusion coefficient σ^2 = 2ρ/m.
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| Date |
2009-11-25T11:04:15Z
2009-11-25T11:04:15Z 2008 |
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| Type |
Article
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| Identifier |
A limit theorem for symmetric Markovian random evolution in R^m / A.D. Kolesnik // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 69–75. — Бібліогр.: 15 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4537 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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