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Mathematics
Aggregation of states of a branching random walk over multidimensional lattice
G. A. Popovab, E. B. Yarovayaab a Lomonosov Moscow State University, Faculty of Mechanics and Mathematics, Moscow
b Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
Abstract:
A time-continuous random walk on a multidimensional lattice which underlies the branching random walk with an infinite number of phase states is considered. The random walk with a countable number of states can be reduced to a system with a finite number of states by aggregating them. The asymptotic behavior of the residence time of the transformed system in each of the states depending on the lattice dimension under the assumption of a finite variance and under the condition leading to an infinite variance of jumps of the original system is studied. It is shown that the aggregation of states in the terms of the described process leads to the loss of the Markov property.
Key words:
random walk, phase states aggregation, multidimensional lattice, limit theorem, infinite variance of jumps, non-Markovian process.
Received: 11.12.2023
Citation:
G. A. Popov, E. B. Yarovaya, “Aggregation of states of a branching random walk over multidimensional lattice”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2024, no. 1, 54–64; Moscow University Mathematics Bulletin, 79:1 (2024), 60–70
Linking options:
https://www.mathnet.ru/eng/vmumm4589 https://www.mathnet.ru/eng/vmumm/y2024/i1/p54
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Abstract page: | 60 | Full-text PDF : | 27 | References: | 14 |
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