广西师范大学学报(自然科学版)2012,Vol.30Issue(2):66-70,5.
局部遍历随机环境下一个重伸缩过程收敛的结果
A Convergence Result of a Rescale Process Within Locally Ergodic Random Environment
摘要
Abstract
This paper considers a rescaled process (X(η·e)t)≥0,and it's assumed that {η(x)}x∈Z is distributed by a locally ergodic probability measure. The limit of the rescaled process is studied as ε→0. It is proved that under local ergodicity distributions,the rescaled process converges in distribution μ to the diffusion process on R with infinitesimal generator d/dX(a(X)d/dXf(X) ) ,for second-order continuous differentiable function f(X) on R and a certain homogenized diffusion function a(X) which is independent of η.关键词
局部遍历性/随机游动/重伸缩过程/无穷小生成元Key words
locally ergodic/ random walk/ rescaled process /infinitesimal generator分类
数理科学引用本文复制引用
胡华..局部遍历随机环境下一个重伸缩过程收敛的结果[J].广西师范大学学报(自然科学版),2012,30(2):66-70,5.基金项目
国家自然科学基金资助项目(61063020) (61063020)
宁夏自然科学基金资助项目(NZ1050) (NZ1050)
宁夏研究生教育创新计划项目(2010) (2010)