RANDOM_WALK

作品数：152被引量：172H指数：7
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EQUIVALENT CONDITIONS OF LOCAL ASYMPTOTICS FOR THE OVERSHOOT OF A RANDOM WALK WITH HEAVY-TAILED INCREMENTS
《Acta Mathematica Scientia》2011年第1期109-116,共8页王开永 王岳宝 尹传存 
supported by National Science Foundation of China(10671139, 11071182, 10771119);Natural Science Foundation of Jiangsu Highter Eduction Institution of China(10KJB110010);the research foundation of SUST
This article gives the equivalent conditions of the local asymptotics for the overshoot of a random walk with heavy-tailed increments, from which we find that the above asymptotics are different from the local asympto...
关键词：Equivalent conditions ASYMPTOTICS random walk renewal equation 
ASYMPTOTIC BEHAVIOR FOR RANDOM WALK IN RANDOM ENVIRONMENT WITH HOLDING TIMES
《Acta Mathematica Scientia》2010年第5期1696-1708,共13页毛明志 李志民 
Project supported by National Natural ScienceFoundation of China(10531070);Research Foundation for Outstanding Young Teachers of China University of Geoscience(Wuhan) (CUGQNL0816)
In this article, we mainly discuss the asymptotic behavior for multi-dimensional continuous-time random walk in random environment with holding times. By constructing a renewal structure and using the point ＂environm...
关键词：random walk random environment central limit theorem law of large numbers renewal structure 
LYAPOUNOLYAPOUNOV EXPONENTS AND LAW OF LARGE NUMBERS FOR RANDOM WALK IN RANDOM ENVIRONMENT WITH HOLDING TIMES
《Acta Mathematica Scientia》2009年第5期1383-1394,共12页毛明志 韩东 
Sponsored by the NSFC (10531070);Research Foundation for Outstanding Young Teachers of China University of Geoscience (Wuhan) (0816)
In this article, the authors mainly discuss the law of large number under Kalikow＇s condition for multi-dimensional random walks in random environment with holding times. The authors give an expression to the escape ...
关键词：random walk random environment Lyapounov exponents law of large numbers renewal structure 
ON MARKOV CHAINS IN SPACE-TIME RANDOM ENVIRONMENTS被引量：7
《Acta Mathematica Scientia》2009年第1期1-10,共10页胡迪鹤 胡晓予 
Supported by the National Natural Science Foundation of China (10771185 and 10871200)
In Section 1, the authors establish the models of two kinds of Markov chains in space-time random environments (MCSTRE and MCSTRE(+)) with abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTR...
关键词：Random Markov kernel Markov chain in space-time random environemnt random walk in space-time random environment Markov branching chain in space-time random environment 
A NOTE ON ASYMPTOTIC BEHAVIOR FOR NEGATIVE DRIFT RANDOM WALK WITH DEPENDENT HEAVY-TAILED STEPS AND ITS APPLICATION TO RISK THEORY被引量：1
《Acta Mathematica Scientia》2007年第1期11-24,共14页王定成 苏淳 
Research supported by National Science Foundation of China (70671018 and 10371117)
In this article, the dependent steps of a negative drift random walk are modelled as a two-sided linear process. Xn=-u＋∑j=-∞^∞ φn-jεj, where { ε, εn; -∞〈n〈＋∞} is a sequence of independent, identically di...
关键词：Dependent step heavy tail negative drift random walk tail balance condition ultimate ruin probability 
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