Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2003, Number 3, Pages 41–52 (Mi basm205)  

This article is cited in 4 scientific papers (total in 4 papers)

Research articles

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

A. D. Kolesnik

Institute of Mathematics and Computer Science, Chişinău, Moldova
Full-text PDF (144 kB) Citations (4)
References:
Abstract: We consider Markovian random evolutions performed by a particle moving in $R^2$ and $R^3$ with some finite constant speed $v$ randomly changing its directions at Poisson-paced time instants of intensity $\lambda>0$ uniformly on the $S_2$ and $S_3$-spheres, respectively. We prove that under the Kac condition
$$ v\to\infty,\qquad \lambda\to\infty,\qquad\frac{v^2}{\lambda}\to c,\qquad c>0 $$
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.
Keywords and phrases: Weak convergence, random evolution, random motion, Wiener process, transition law.
Received: 28.03.2003
Bibliographic databases:
Document Type: Article
MSC: Primary 60F05; Secondary 60J60, 60K37, 58J65
Language: English
Citation: A. D. Kolesnik, “Weak convergence of the distributions of Markovian random evolutions in two and three dimensions”, Bul. Acad. Ştiinţe Repub. Mold. Mat., 2003, no. 3, 41–52
Citation in format AMSBIB
\Bibitem{Kol03}
\by A.~D.~Kolesnik
\paper Weak convergence of the distributions of Markovian random evolutions in two and three dimensions
\jour Bul. Acad. \c Stiin\c te Repub. Mold. Mat.
\yr 2003
\issue 3
\pages 41--52
\mathnet{http://mi.mathnet.ru/basm205}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2053645}
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  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
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    References:42
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