中文

时非齐次随机游动的常返与暂态条件

概率论 2024-04-24 v3

摘要

本文推广了 Abramov 先前所得结果[`Conditions for recurrence and transience for time-inhomogeneous birth-and-death processes' Bull. Aust. Math. Soc. 109 (2024), 393--402],考虑增量取值于 R\mathbb{R} 的时非齐次随机游动情形。由此,我们给出了 Menshikov 与 Volkov 所提开放问题[`Urn-related random walk with drift ρxα/tβ\rho x^\alpha/t^\beta' Electron. J. Probab., 13 (2008), paper No. 31, 944--960]的完整解,该问题在 Abramov 上述论文中仅得到部分解决。

关键词

引用

@article{arxiv.2311.07796,
  title  = {Conditions for recurrence and transience for time-inhomogeneous random walks},
  author = {Vyacheslav M. Abramov},
  journal= {arXiv preprint arXiv:2311.07796},
  year   = {2024}
}

备注

10 pages of one and half spaced, bibl. 15, this substantial revision addresses the comments of the anonymous referee