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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2010, том 16(32), выпуск 2, страницы 58–68 (Mi thsp75)

Эта публикация цитируется в 1 статье

Dynamics of random chains of finite size with an infinite number of elements in $ {\mathbb R}^{2} $

Elena V. Karachanskaya (Chalykh)

Pacific National University, Khabarovsk, Russia

Аннотация: A finite chain with infinitely many units within the stochastic dynamical model in $ {\mathbb R}^{2}$ is considered. The equation for the probability distribution density of chain lengths is constructed. This equation is a function of the parameter $t$ which stands for the time. This research is a sequel to work [1].

Ключевые слова: Random chain, expectation function, limit behavior, characteristic function, convergence in quadratic mean, SDE.

MSC: Primary 60G60; Secondary 60H10, 65C30

Язык публикации: английский



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