Superprocesses in random environments

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A PRELUDE TO THE THEORY OF RANDOM WALKS IN RANDOM ENVIRONMENTS

A random walk on a lattice is one of the most fundamental models in probability theory. When the random walk is inhomogenous and its inhomogeniety comes from an ergodic stationary process, the walk is called a random walk in a random environment (RWRE). The basic questions such as the law of large numbers (LLN), the central limit theorem (CLT), and the large deviation principle (LDP) are ...

متن کامل

Random Walks in Random Environments

Random walks provide a simple conventional model to describe various transport processes, for example propagation of heat or diffusion of matter through a medium (for a general reference see, e.g., Hughes (1995)). However, in many practical cases the medium where the system evolves is highly irregular, due to factors such as defects, impurities, fluctuations etc. It is natural to model such irr...

متن کامل

Random Walks in Random Environments

Random walks in random environments (RWRE’s) and their diffusion analogues have been a source of surprising phenomena and challenging problems, especially in the non-reversible situation, since they began to be studied in the 70’s. We review the model, available results and techniques, and point out several gaps in the understanding of these processes. 2000 Mathematics Subject Classification: 6...

متن کامل

Investments in Random Environments

We present analytical investigations of a multiplicative stochastic process that models a simple investor dynamics in a random environment. The dynamics of the investor’s budget, x(t), depends on the stochasticity of the return on investment, r(t), for which different model assumptions are discussed. The fat-tail distribution of the budget is investigated and compared with theoretical predictio...

متن کامل

Brownian bugs and superprocesses

Advection-diffusion-reaction (adr) models link physical oceanography and biological oceanography. These models, which describe biology using continuous concentration fields, usually neglect individual-scale fluctuations. I describe a stochastic individual-based model, called the Brownian bug process, which illustrates some of the surprising issues associated with the neglect of fluctuations by ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Probability

سال: 1996

ISSN: 0091-1798

DOI: 10.1214/aop/1041903212