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arXiv math/0112315math.PRmath.AP
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随机字符串的命中性质

Hitting properties of a random string

Carl Mueller, Roger Tribe

摘要:

我们考虑Funaki的随机字符串模型取值于R^d。它由以下随机PDE指定,du = u_{xx} + W,其中W=W(x,t)是双参数白噪声,也取R^d中的值。我们研究击中性质,二重点,和复发。主要困难在于该过程在时间上具有马尔可夫性,而在空间上不具有。我们发现:(1)当d<6时,弦击中点。(2)对于固定的t,存在点x,y使得u(t,x)=u(t,y)当且仅当d < 4。(3)存在点t,x,y使得u(t,x)=u(t,y)当且仅当d < 8。(4)存在点s,t,x,y使得u(t,x)=u(s,y)当且仅当d < 12。(5)字符串是递归的,当且仅当d < 7。

英文摘要:

We consider Funaki's model of a random string taking values in R^d. It is specified by the following stochastic PDE, du = u_{xx} + W, where W=W(x,t) is two-parameter white noise, also taking values in R^d. We study hitting properties, double points, and recurrence. The main difficulty is that the process has the Markov property in time, but not in space. We find: (1) The string hits points if d<6. (2) For fixed t, there are points x,y such that u(t,x)=u(t,y) iff d < 4. (3) There exist points t,x,y such that u(t,x)=u(t,y) iff d < 8. (4) There exist points s,t,x,y such that u(t,x)=u(s,y) iff d < 12. (5) The string is recurrent iff d < 7.

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