Energy of Taut Strings Accompanying a Wiener Process and Random Walk in a Band of Variable Width

Energy of Taut Strings Accompanying a Wiener Process and Random Walk in a Band of Variable Width

The kinetic energy of taut strings accompanying the trajectory of a Wiener process or a random walk in a band of growing width is considered. It is shown that under certain assumptions on the band width, the energy obeys the same strong law of large numbers as in the previously studied case of const...

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Veröffentlicht in:Journal of mathematical sciences (New York, N.Y.) N.Y.), 2022-12, Vol.268 (5), p.573-588
Hauptverfasser: Blinova, D. I., Lifshits, M. A.
Format: Artikel
Sprache:eng
Schlagworte:
Force and energy
Kinetic energy
Mathematics
Mathematics and Statistics
Random walk
Strings
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Zusammenfassung:The kinetic energy of taut strings accompanying the trajectory of a Wiener process or a random walk in a band of growing width is considered. It is shown that under certain assumptions on the band width, the energy obeys the same strong law of large numbers as in the previously studied case of constant width.
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-022-06228-6