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Zapiski Nauchnykh Seminarov POMI, 2020, Volume 495, Pages 64–86 (Mi znsl6998)  

This article is cited in 2 scientific papers (total in 2 papers)

Energy of taut strings accompanying Wiener process and random walk in a band of variable width

D. I. Blinova, M. A. Lifshits

Saint Petersburg State University
Full-text PDF (248 kB) Citations (2)
References:
Abstract: In the article, kinetic energy of taut strings accompanying trajectory of a Wiener process or the one of random walk in a band of growing width is considered. It is shown that under certain assumptions on the band width the energy obeys the same strong law of large numbers as in the previously studied case of constant width.
Key words and phrases: kinetic energy, taut string, Wiener process, random walk, KMT-approximation.
Funding agency Grant number
Russian Foundation for Basic Research 20-51-12004
Received: 08.09.2020
Document Type: Article
UDC: 519.2
Language: Russian
Citation: D. I. Blinova, M. A. Lifshits, “Energy of taut strings accompanying Wiener process and random walk in a band of variable width”, Probability and statistics. Part 29, Zap. Nauchn. Sem. POMI, 495, POMI, St. Petersburg, 2020, 64–86
Citation in format AMSBIB
\Bibitem{BliLif20}
\by D.~I.~Blinova, M.~A.~Lifshits
\paper Energy of taut strings accompanying Wiener process and random walk in a band of variable width
\inbook Probability and statistics. Part~29
\serial Zap. Nauchn. Sem. POMI
\yr 2020
\vol 495
\pages 64--86
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6998}
Linking options:
  • https://www.mathnet.ru/eng/znsl6998
  • https://www.mathnet.ru/eng/znsl/v495/p64
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
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    Full-text PDF :67
    References:34
     
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