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研究生:郭育榤
研究生(外文):GUO,YU-JIE
論文名稱:在d 維整數晶格具長域之隨機漫步的極限行為
論文名稱(外文):Limiting behavior of long-range random walk on Z^d lattice
指導教授:陳隆奇
指導教授(外文):Chen,Lung-Chi
口試委員:張書銓須上苑陳隆奇
口試委員(外文):Chan,Shu-Ch'uanHsu,Shang-YuanChen,Lung-Chi
口試日期:2013-06-10
學位類別:碩士
校院名稱:輔仁大學
系所名稱:數學系碩士班
學門:數學及統計學門
學類:數學學類
論文種類:學術論文
論文出版年:2014
畢業學年度:102
語文別:英文
論文頁數:26
中文關鍵詞:漸近行為隨機漫步迴轉半徑分數階導數傅立葉轉換recurrenttransient
外文關鍵詞:asymptotic behaviorrandom walkgyration radiusfractional derivativeFourier transformrecurrenttransient
相關次數:
  • 被引用被引用:0
  • 點閱點閱:170
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  • 下載下載:2
  • 收藏至我的研究室書目清單書目收藏:0
本論文的目的主要是探討在Z^d 空間上一個具長域範圍之隨機漫步, 其機率分佈D(x) 具有對稱性以及當|x| → ∞ 其|x|^(−α−d) 的遞減速率跟它的次方有關係, 對一些α > 0 和r > 0。第一個結果, 我們討論迴轉半徑r階的漸進行為。此外, 我們還取得主要係數為固定一個xj 軸上的方向, 對於j = 1, 2, ..., d。在第二個結果中, 我們討論recurrent 或transient 具長域隨機漫步與α > 0 和維度d > 0 有關係。這個證明是用傅立葉轉換
以及最基本的分數導數。
The purpose of the thesis is to investigate some properties of a long-range random walk on Z^d which is 1-step distribution D(x) has symmetry and the rate of decay is order |x|^(−α−d) as |x| → ∞ for some α > 0 and d > 0. The first result, we discuss the asymptotic behavior of the gyration radius of order r where 0 < r < α and α > 2. Furthermore we obtain the main coefficient as fixed one xj-axis direction for j = 1, 2, ..., d. The second result, we discuss the recurrence or transient for the long-range random walk with α > 0 and dimension d > 0. The proof is basic on Fourier transform and fractional derivative.
Contents
1 Introduction 1
2 Main results (Theorem 1 and Theorem 3) 6
3 Proof of Theorem 1 (where r is even) 9
4 Proof of Theorem 1 (for 0 < r < 2 and α > 2) 10
5 Proof of Theorem 3 13
References
[1] B. Bollo´ bas (2001). Random Graphs (Second edition), Cambridge Studies in Advanced Mathematics, Vol. 73, Cambridge University Press, Cambridge.
[2] Lung Chi, Chen and Akira Sakai, A. (2007). Critical behavior and the limit distribution for long-range oriented percolation.I. Probab. Theory Related Fields 142: 151-188.
[3] Lung Chi, Chen and Akira Sakai (2011). Asymptotic behavior of the gyration radius for long-range self-avoiding walk and long-range oriented percolation. Annals of probability, Vol.39, 2. 507-548.
[4] Chen Huan, Chung (2012). Asymptotic behavior of the gyration radius for simple random walk on Zd.
[5] White, D. J. (1981). Negatively Isotone Optimal Policies for Random Walk Type Markov Decision Processes. OR Spektrum. 4. 41-45.
[6] Rick Durrett (2010). Probability Theory and Examples Fourth Edition.
[7] G. H. Weiss, S. Havlin, Shlomo (1986). Some properties of a random walk on a comb structure. Physica. A: Statistical and Theoretical Physics. Volume 134.
[8] Gregory F. Lawler (1996). Intersections of Random walks . Birkh¨auser.
[9] Karl Pearson (1905). The random walk. Nature, 72, 294.
[10] C. E. Soteros and S. G. Whittington (2004). The statistical mechanics of random copolymers, J. Phys A37, no. 41, R279-R325.
[11] Francis Edward Su (2001). Discrepancy convergence for the drunkard’s walk on the sphere. EJP Vol.6, No. 2, pages 1-20.
[12] M. Talagrand (2003). pin Glasses: A Challenge for Mathematicians. Cavity and Mean Field Models, A Series of Modern Surveys in Mathematics, vol. 46,Springer-Verlag, Berlin.
[13] M. Bramson, O. Zeitouni and M. P. W. Zerner (2005). Shortest spanning trees and a counter example for random walks in random environment. Preprint(arXiv:math.PR/0501533).
[14] Guo-Ce Zhung and Kai-Lun Yao (1991). The critical behaviour of directed Levy flight on fractal lattices. J. Phys. A: Math. Gen. No 24, 3359-3362.
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