与广义Ehrenfest模型相关的高斯噪声

Q4 Mathematics Theory of Stochastic Processes Pub Date : 2022-12-27 DOI:10.37863/tsp-0919442573-40
Y. Miniailyk
{"title":"与广义Ehrenfest模型相关的高斯噪声","authors":"Y. Miniailyk","doi":"10.37863/tsp-0919442573-40","DOIUrl":null,"url":null,"abstract":"\nIn 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.\n","PeriodicalId":38143,"journal":{"name":"Theory of Stochastic Processes","volume":"15 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2022-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Gaussian noise related to generalised Ehrenfest model\",\"authors\":\"Y. Miniailyk\",\"doi\":\"10.37863/tsp-0919442573-40\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\\nIn 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.\\n\",\"PeriodicalId\":38143,\"journal\":{\"name\":\"Theory of Stochastic Processes\",\"volume\":\"15 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2022-12-27\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Theory of Stochastic Processes\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.37863/tsp-0919442573-40\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"Mathematics\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Stochastic Processes","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.37863/tsp-0919442573-40","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 0

摘要

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。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Gaussian noise related to generalised Ehrenfest model
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.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Theory of Stochastic Processes
Theory of Stochastic Processes Mathematics-Applied Mathematics
CiteScore
0.20
自引率
0.00%
发文量
0
期刊最新文献
Stochastic process generated by 1-D Ising model with competing interactions Relative error prediction from censored data under α-mixing condition On the properties of multivariate isotropic Random fields on the Ball Generalized BSDEs for time inhomogeneous Lévy processes under non-deterministic Lipschitz coefficient The stochastic approximation method for semi-recursive multivariate kernel-type regression estimation
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1