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.
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Sprache:	eng
Schlagworte:	Force and energy Kinetic energy Mathematics Mathematics and Statistics Random walk Strings
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description	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.
doi_str_mv	10.1007/s10958-022-06228-6
format	Article
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subjects	Force and energy Kinetic energy Mathematics Mathematics and Statistics Random walk Strings
title	Energy of Taut Strings Accompanying a Wiener Process and Random Walk in a Band of Variable Width
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