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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2020 Volume 495, Pages 64–86 (Mi znsl6998)

This article is cited 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

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.

UDC: 519.2

Received: 08.09.2020



© Steklov Math. Inst. of RAS, 2024