Dynamics of random chains of finite size with an infinite number of elements in $ {\mathbb R}^{2} $
Teoriâ slučajnyh processov, Tome 16 (2010) no. 2, pp. 58-68
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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.
@article{THSP_2010_16_2_a6,
author = {Elena V. Karachanskaya (Chalykh)},
title = {Dynamics of random chains of finite size with an infinite number of elements in $ {\mathbb R}^{2} $},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {58--68},
year = {2010},
volume = {16},
number = {2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2010_16_2_a6/}
}
TY - JOUR
AU - Elena V. Karachanskaya (Chalykh)
TI - Dynamics of random chains of finite size with an infinite number of elements in $ {\mathbb R}^{2} $
JO - Teoriâ slučajnyh processov
PY - 2010
SP - 58
EP - 68
VL - 16
IS - 2
UR - http://geodesic.mathdoc.fr/item/THSP_2010_16_2_a6/
LA - en
ID - THSP_2010_16_2_a6
ER -
Elena V. Karachanskaya (Chalykh). Dynamics of random chains of finite size with an infinite number of elements in $ {\mathbb R}^{2} $. Teoriâ slučajnyh processov, Tome 16 (2010) no. 2, pp. 58-68. http://geodesic.mathdoc.fr/item/THSP_2010_16_2_a6/
[1] V. A. Doodko, E. V. Chalykh, The dynamics of finite chain which has infinite many of units in $ \mathbb{R}^{2}$, Preprint. The Inst. for Appl. Math., The FEB of Rus. Ac. Sci., Dal'nauka, Vladivostok, 1998 (in Russian)
[2] W. Feller, An Introduction to Probability Theory and its Applications, v. 1, Wiley, New York, 1968
[3] A. D. Wentzel, A Course in the Theory of Stochastic Processes, McGraw-Hill, New York, 1981