RUS  ENG
Full version
JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2010 Volume 16(32), Issue 2, Pages 58–68 (Mi thsp75)

This article is cited in 1 paper

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

Abstract: 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].

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

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

Language: English



Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024