INTRINSIC BRANCHING STRUCTURE WITHIN (L-1) RANDOM WALK IN RANDOM ENVIRONMENT AND ITS APPLICATIONS

被引：10

作者：

Hong, Wenming ^{[1
]}

Wang, Huaming ^{[2
]}

机构：

[1] Beijing Normal Univ, Sch Math Sci, Key Lab Math & Complex Syst, Beijing 100875, Peoples R China

[2] Anhui Normal Univ, Dept Math, Wuhu 241000, Peoples R China

来源：

INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS | 2013年 / 16卷 / 01期

关键词：

Random walk; branching process; random environment; density; TRANSIENT RANDOM-WALKS; RECURRENCE; TIMES;

D O I：

10.1142/S0219025713500069

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We figure out the intrinsic branching structure within (L-1) random walk in random environment. As applications, the branching structure enable us to calculate the expectation of the first hitting time directly, and specify the density of the invariant measure for the Markov chain of "the environment viewed from particles" explicitly.

引用

页数：14

共 44 条

[41] Population structure inside the propagation front of a branching random walk with finitely many centers of particle generation
S. A. Molchanov
E. B. Yarovaya
Doklady Mathematics, 2012, 86 : 787 - 790
[42] Population structure inside the propagation front of a branching random walk with finitely many centers of particle generation
Molchanov, S. A.
Yarovaya, E. B.
DOKLADY MATHEMATICS, 2012, 86 (03) : 787 - 790
[43] Geometric stopping of a random walk and its applications to valuing equity-linked death benefits
Gerber, Hans U.
Shiu, Elias S. W.
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INSURANCE MATHEMATICS & ECONOMICS, 2015, 64 : 313 - 325
[44] Conditional \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^1$$\end{document}-Convergence for the Martingale of a Critical Branching Process in Random Environment
Wenming Hong
Shengli Liang
Xiaoyue Zhang
Proceedings of the Steklov Institute of Mathematics, 2022, 316 (1) : 184 - 194

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