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arXiv 0802.0778math.PR
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瞬时最近邻随机游动与贝塞尔过程

Transient nearest neighbor random walk and Bessel process

Endre Csáki, Antónia Földes, Pál Révész

摘要:

证明了瞬态Bessel过程与由瞬态Bessel过程利用停时构造的最近邻随机游动之间强不变原理。同时证明了它们的局部时间足够接近,从而共享相同的强极限定理。此外,它表明,如果两个NN随机游动的分布之间的差异很小,那么步行本身可以构造,使它们足够接近。最后讨论了强极限定理的一些结果。

英文摘要:

We prove strong invariance principle between a transient Bessel process and a certain nearest neighbor (NN) random walk that is constructed from the former by using stopping times. It is also shown that their local times are close enough to share the same strong limit theorems. It is shown furthermore, that if the difference between the distributions of two NN random walks are small, then the walks themselves can be constructed so that they are close enough. Finally, some consequences concerning strong limit theorems are discussed.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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