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Zapiski Nauchnykh Seminarov POMI, 2021, Volume 501, Pages 149–159
(Mi znsl7081)
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Limit theorems for “random flights”
Yu. A. Davydovab a Université de Lille
b Saint Petersburg State University
Abstract:
The article discusses the asymptotic behavior of a particle performing so-called “random flight”. In a recent work by Davydov–Konakov (2017), when the moments $T_k$ of changing the direction of the particle form an inhomogeneous Poisson process, it was shown that, depending on the nature of the inhomogeneity, three variants of the limiting distribution arise naturally for the zoomed particle trajectory. The purpose of this work is to show that these three options are preserved under much more general assumptions about the sequence $(T_k)$.
Key words and phrases:
random flights, random walks in random environment, limit behaviour.
Received: 25.06.2021
Citation:
Yu. A. Davydov, “Limit theorems for “random flights””, Probability and statistics. Part 30, Zap. Nauchn. Sem. POMI, 501, POMI, St. Petersburg, 2021, 149–159
Linking options:
https://www.mathnet.ru/eng/znsl7081 https://www.mathnet.ru/eng/znsl/v501/p149
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Statistics & downloads: |
Abstract page: | 90 | Full-text PDF : | 37 | References: | 17 |
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