Limit Theorems for Random Walks with Boundaries
نویسنده
چکیده
In this review, we consider boundary problems for random walks generated by sums of independent items and some of their generalizations. Let 1, 42, . . * be identically distributed independent random variables with distribution frunction F(x). Let S = 0, Sn = Sk= Ok with n = 1, 2, * -. We shall study the properties of the random trajectory formed by the sums S0, S1, 82, . Let n be an integer parameter and let g' (t) be two functions on the real axis with the following properties:
منابع مشابه
Random Walks in Cones
We study the asymptotic behaviour of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step in the proof consists in constructing a positive harmonic function for our random walk under minimal moment restrictions on the increments. For the proof of...
متن کاملLimit theorems and absorption problems for one-dimensional correlated random walks
There has recently been considerable interest in quantum walks in connection with quantum computing. The walk can be considered as a quantum version of the so-called correlated random walk. We clarify a strong structural similarity between both walks and study limit theorems and absorption problems for correlated random walks by our PQRS method, which was used in our analysis of quantum walks.
متن کاملDynamic Quantum Bernoulli Random Walks
Quantum Bernoulli random walks can be realized as random walks on the dual of SU(2). We use this realization in order to study a model of dynamic quantum Bernoulli random walk with time dependent transitions. For the corresponding dynamic random walk on the dual of SU(2), we prove several limit theorems (local limit theorem, central limit theorem, law of large numbers, large deviations principl...
متن کاملLimit theorems and absorption problems for quantum random walks in one dimension
In this paper we consider limit theorems, symmetry of distribution, and absorption problems for two types of one-dimensional quantum random walks determined by 2 × 2 unitary matrices using our PQRS method. The one type was introduced by Gudder in 1988, and the other type was studied intensively by Ambainis et al. in 2001. The difference between both types of quantum random walks is also clarified.
متن کاملQuenched Limit Theorems for Nearest Neighbour Random Walks in 1d Random Environment
It is well known that random walks in one dimensional random environment can exhibit subdiffusive behavior due to presence of traps. In this paper we show that the passage times of different traps are asymptotically independent exponential random variables with parameters forming, asymptotically, a Poisson process. This allows us to prove weak quenched limit theorems in the subdiffusive regime ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2005