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ЖУРНАЛЫ // Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica // Архив

Bul. Acad. Ştiinţe Repub. Mold. Mat., 2003, номер 3, страницы 41–52 (Mi basm205)

Эта публикация цитируется в 4 статьях

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

Аннотация: 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.

Ключевые слова и фразы: Weak convergence, random evolution, random motion, Wiener process, transition law.

MSC: Primary 60F05; Secondary 60J60, 60K37, 58J65

Поступила в редакцию: 28.03.2003

Язык публикации: английский



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