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Teoriya Veroyatnostei i ee Primeneniya, 2020, Volume 65, Issue 4, Pages 829–840
DOI: https://doi.org/10.4213/tvp5364
(Mi tvp5364)
 

Short Communications

Convergence of certain classes of random flights in the Kantorovich metric

V. D. Konakova, A. R. Falaleevb

a National Research University "Higher School of Economics", Moscow
b Lomonosov Moscow State University
References:
Abstract: A random walk of a particle in $\mathbf{R}^d$ is considered. The weak convergence of various transformations of trajectories of random flights with Poisson switching times was studied by Davydov and Konakov in [Random walks in nonhomogeneous Poisson environment, in Modern Problems of Stochastic Analysis and Statistics, Springer, 2017, pp. 3–24], who also built a diffusion approximation of the process of random flights. The goal of the present paper is to prove a stronger convergence with respect to the Kantorovich distance. Three types of transformations are considered. The cases of exponential and superexponential growth of the switching time transformation function are quite simple—in these cases the required result follows from the fact that the limit processes lie within the unit ball. In the case of a power-like growth of the transformation function, the convergence follows from combinatorial arguments and properties of the Kantorovich metric.
Keywords: Kantorovich metric, random walk of a particle, convergence of transformations of paths of random flights, Doob's maximal inequality.
Funding agency Grant number
Russian Science Foundation 20-11-20119
Received: 14.10.2019
Revised: 25.12.2019
Accepted: 25.02.2020
English version:
Theory of Probability and its Applications, 2021, Volume 65, Issue 4, Pages 656–664
DOI: https://doi.org/10.1137/S0040585X97T990204
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. D. Konakov, A. R. Falaleev, “Convergence of certain classes of random flights in the Kantorovich metric”, Teor. Veroyatnost. i Primenen., 65:4 (2020), 829–840; Theory Probab. Appl., 65:4 (2021), 656–664
Citation in format AMSBIB
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\by V.~D.~Konakov, A.~R.~Falaleev
\paper Convergence of certain classes of random flights in the Kantorovich metric
\jour Teor. Veroyatnost. i Primenen.
\yr 2020
\vol 65
\issue 4
\pages 829--840
\mathnet{http://mi.mathnet.ru/tvp5364}
\crossref{https://doi.org/10.4213/tvp5364}
\transl
\jour Theory Probab. Appl.
\yr 2021
\vol 65
\issue 4
\pages 656--664
\crossref{https://doi.org/10.1137/S0040585X97T990204}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000616235300011}
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  • https://www.mathnet.ru/eng/tvp/v65/i4/p829
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