当前位置: X-MOL 学术J. Stat. Phys. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Multidimensional Walks with Random Tendency
Journal of Statistical Physics ( IF 1.6 ) Pub Date : 2020-09-26 , DOI: 10.1007/s10955-020-02621-0
Manuel González-Navarrete

We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we obtain a functional limit theorem to Gaussian vectors. In superdiffusive, we obtain strong convergence to a non-Gaussian random vector and characterize its moments.

中文翻译:

具有随机趋势的多维游走

我们引入了具有记忆和随机趋势的多维行走。渐近行为被表征,证明了大数定律并显示了从扩散到超扩散机制的相变。在第一种情况下,我们获得了高斯向量的泛函极限定理。在超扩散中,我们获得了对非高斯随机向量的强收敛性并表征了它的矩。
更新日期:2020-09-26
down
wechat
bug