Probability theory and related fields, 2011-08, Vol.150 (3-4), p.373-403
2011
Details
- Autor(en) / Beteiligte
- Titel
- Number of distinct sites visited by a random walk with internal states
- Ist Teil von
- Probability theory and related fields, 2011-08, Vol.150 (3-4), p.373-403
- Ort / Verlag
- Berlin/Heidelberg: Springer-Verlag
- Erscheinungsjahr
- 2011
- Link zum Volltext
- Quelle
- EBSCOhost Business Source Ultimate
- Beschreibungen/Notizen
- In the classical paper of Dvoretzky and Erdős (Proceedings of the 2nd Berkeley Symposium on Mathematical Statistics and Probability, pp 353–367, 1951), asymptotics for the expected value and the variance of the number of distinct sites visited by a Simple Symmetric Random Walk were calculated. Here, these results are generalized for Random Walks with Internal States. Moreover, both weak and strong laws of large numbers are proved. As a tool for these results, the error term of the local limit theorem in Krámli and Szász (Zeitschrift Wahrscheinlichkeitstheorie verw Gebiete 63:85–95, 1983) is also estimated.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0178-8051eISSN: 1432-2064DOI: 10.1007/s00440-010-0277-8Titel-ID: cdi_proquest_miscellaneous_919906008
- Format
- –
- Schlagworte
- Asymptotic properties, Economics, Eigenvalues, Errors, Exact sciences and technology, Finance, Fourier transforms, General topics, Insurance, Limit theorems, Linear inference, regression, Management, Markov analysis, Mathematical analysis, Mathematical and Computational Biology, Mathematical and Computational Physics, Mathematics, Mathematics and Statistics, Operations Research/Decision Theory, Probability, Probability and statistics, Probability theory, Probability Theory and Stochastic Processes, Quantitative Finance, Random walk, Random walk theory, Sciences and techniques of general use, Statistics, Statistics for Business, Stochastic processes, Studies, Theorems, Theoretical, Variance