Energy of Taut Strings Accompanying Random Walk

• Autorzy: Lifshits Mikhail A. , Siuniaev Anatoly A.

Identyfikatory

DOI

10.37190/0208-4147.41.1.2

• Języki publikacji: EN

Abstrakty

EN

We consider the kinetic energy of the taut strings accompanying trajectories of a Wiener process and a random walk. Under certain assumptions on the band width, it is shown that the energy of a taut string accompanying a random walk within a band satisfies the same strong law of large numbers as proved earlier for a Wiener process and a fixed band width. New results for Wiener processes are also obtained.

Słowa kluczowe

EN

kinetic energy; taut string; Wiener process; random walk; KMT-approximation

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2021
• Tom: Vol. 41, Fasc. 1
• Strony: 9--23
• Opis fizyczny: Bibliogr. 21 poz.

Twórcy

autor

Lifshits Mikhail A.

• St. Petersburg State University, Department of Mathematics and Computer Science, Universitetskaya emb. 7-9, 199034 St. Petersburg, Russian Federation

autor

Siuniaev Anatoly A.

• St. Petersburg State University, Department of Mathematics and Mechanics Bibliotechnaya pl. 2, 198504 Stary Peterhof, Russian Federation

Bibliografia

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Uwagi

Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2021).