Weak convergence of the distributions of Markovian random evolutions in two and three dimensions
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KOLESNIK, Alexander. Weak convergence of the distributions of Markovian random evolutions in two and three dimensions. In: Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2003, nr. 3(43), pp. 41-52. ISSN 1024-7696.
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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
Numărul 3(43) / 2003 / ISSN 1024-7696 /ISSNe 2587-4322

Weak convergence of the distributions of Markovian random evolutions in two and three dimensions

Pag. 41-52

Kolesnik Alexander
 
Institute of Mathematics and Computer Science ASM
 
 
Disponibil în IBN: 7 decembrie 2013


Rezumat

We consider Markovian random evolutions performed by a particle mov- ing in R2 and R3 with some finite constant speed v randomly changing its directions at Poisson-paced time instants of intensity λ > 0 uniformly on the S2 and S3-spheres, respectively. We prove that under the Kac condition v → ∞, λ → ∞, v2/λ → 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

Cuvinte-cheie
Weak convergence, random evolution, Wiener process, transition law.,

random motion

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