论文标题
多维步行以随机趋势
Multidimensional walks with random tendency
论文作者
论文摘要
我们引入了具有记忆和随机趋势的多维步行。渐近行为是特征的,证明了大量定律,并显示了从扩散到超级延伸政权的相变。在第一种情况下,我们获得了高斯向量的功能极限定理。在Superdiffusive中,我们获得了与非高斯随机矢量的强烈收敛,并表征了其时刻。
We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we obtain a functional limit theorem to Gaussian vectors. In superdiffusive, we obtain strong convergence to a non-Gaussian random vector and characterize its moments.