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

Voir la notice de l'article provenant de la source Math-Net.Ru

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.
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/
@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  - 
%0 Journal Article
%A Elena V. Karachanskaya (Chalykh)
%T Dynamics of random chains of finite size with an infinite number of elements in $ {\mathbb R}^{2} $
%J Teoriâ slučajnyh processov
%D 2010
%P 58-68
%V 16
%N 2
%U http://geodesic.mathdoc.fr/item/THSP_2010_16_2_a6/
%G en
%F 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