Gaussian noise related to generalised Ehrenfest model

Q4 Mathematics Theory of Stochastic Processes Pub Date : 2022-12-27 DOI:10.37863/tsp-0919442573-40
Y. Miniailyk
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引用次数: 0

Abstract

In this article we consider the generalization of Ehrenfest model, where at each moment of time not 1 but some k of n particles go from one box to another. We describe this process by a sequence of Bernoulli random vectors. We define related Bernoulli noise on a set of continuous functions for different times, and prove that it converges to Ornstein-Uhlenbeck sequence of Gaussian white noises when number of particles tends to infinity.
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与广义Ehrenfest模型相关的高斯噪声
在本文中,我们考虑了Ehrenfest模型的推广,在每个时刻,不是1个而是k (n)个粒子从一个盒子到另一个盒子。我们用一个伯努利随机向量序列来描述这个过程。我们在一组连续函数上定义了不同时间的相关伯努利噪声,并证明了当粒子数趋于无穷时,它收敛于高斯白噪声的Ornstein-Uhlenbeck序列。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Theory of Stochastic Processes
Theory of Stochastic Processes Mathematics-Applied Mathematics
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