The method of averaging and walks in inhomogeneous environments 论文
1985Russian Mathematical Surveys引用 218
Advanced Mathematical Modeling in EngineeringStochastic processes and statistical mechanicsadvanced mathematical theories
摘要
CONTENTS Introduction Chapter I. General properties of walks on an inhomogeneous lattice § 1. The invariant measure and the law of large numbers § 2. The Lindeberg-Brown theorem and its corollaries § 3. Time dependence. The weak central limit theorem § 4. Ergodic theorems for fields with stationary increments. Lp(Ω)-estimates Chapter II. The central limit theorem for specific types of walks § 1. Reflective symmetry § 2. Symmetric walks § 3. Two-fold stochastic walks § 4. Symmetrizable walks § 5. Walks on manifolds § 6. Further results. Unsolved problems References