Institutul de Matematică şi Informatică "Vladimir Andrunachievici"
Universitatea de Stat din MoldovaRO EN
Weak convergence of the distributions of Marcovian random evolutions in two and three dimensions. (English)
Authors: Kolesnik Alexander
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Abstract
We consider Markovian random evolutions performed by a particle moving in R2 and R3 with some finite constant speed v randomly changing its directions at Poisson-paced time instants of intensity lambda > 0 uniformly on the S2 and S3-spheres, respectively. We prove that under the Kac condition v -> infinity, lambda -> infinity , (v2\lambda) -> c, c > 0 the transition laws of the motions weakly converge in an appropriate Banach space to the transition law of the two- and three-dimensional Wiener process, respectively, with explicitly given generators.Institute of Mathematics and Computer Science
str. Academiei 5, Kishinev,
MD-2028, Moldova
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str. Academiei 5, Kishinev,
MD-2028, Moldova
E-mail:
Fulltext
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Contents
- Bieberbach-Auslander Theorem and Dinamics in Symmetric Spaces. (English)
- On some Hypergroups and their Hyperlattice Structures. (English)
- The commutative Moufang loops with minimum conditions for subloops I. (English)
- Weak convergence of the distributions of Marcovian random evolutions in two and three dimensions. (English)
- On a nonlinear differential subordination I. (English)
- Invariant conditions for the dimensions of the GL(2,R)-orbits for one differential cubic system. (English)
- X-normal mappings. (English)
- Approximate solution of the Dirichlet problem in a circle. (English)
- On Riemann extension of the Schwarzschild metric. (English)
- On regularization of singular operators with Carleman shift. (English)
- The document class for "Buletinul Academiei de Stiinte a Republicii Moldova. Matematica". (English)
