A limit theorem for symmetric Markovian random evolution in R^m

• Date: 2008
• Main Author: Kolesnik, A.D.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2008
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4537
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: 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.

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 →∞,...