A limit theorem for symmetric Markovian random evolution in R^m
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 →∞,...
Збережено в:
| Дата: | 2008 |
|---|---|
| Автор: | |
| Формат: | Стаття |
| Мова: | Англійська |
| Опубліковано: |
Інститут математики НАН України
2008
|
| Онлайн доступ: | https://nasplib.isofts.kiev.ua/handle/123456789/4537 |
| Теги: |
Додати тег
Немає тегів, Будьте першим, хто поставить тег для цього запису!
|
| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862574919310639104 |
|---|---|
| author | Kolesnik, A.D. |
| author_facet | Kolesnik, A.D. |
| citation_txt | 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. |
| collection | DSpace DC |
| 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.
|
| first_indexed | 2025-11-26T11:14:04Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4537 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-26T11:14:04Z |
| publishDate | 2008 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Kolesnik, A.D. 2009-11-25T11:04:15Z 2009-11-25T11:04:15Z 2008 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 https://nasplib.isofts.kiev.ua/handle/123456789/4537 519.21 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. en Інститут математики НАН України A limit theorem for symmetric Markovian random evolution in R^m Article published earlier |
| spellingShingle | A limit theorem for symmetric Markovian random evolution in R^m Kolesnik, A.D. |
| title | A limit theorem for symmetric Markovian random evolution in R^m |
| title_full | A limit theorem for symmetric Markovian random evolution in R^m |
| title_fullStr | A limit theorem for symmetric Markovian random evolution in R^m |
| title_full_unstemmed | A limit theorem for symmetric Markovian random evolution in R^m |
| title_short | A limit theorem for symmetric Markovian random evolution in R^m |
| title_sort | limit theorem for symmetric markovian random evolution in r^m |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4537 |
| work_keys_str_mv | AT kolesnikad alimittheoremforsymmetricmarkovianrandomevolutioninrm AT kolesnikad limittheoremforsymmetricmarkovianrandomevolutioninrm |