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.