应用概率统计
應用概率統計
응용개솔통계
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2013年
1期
97-105
,共9页
强大数定律%随机游动%随机环境%常返%矩
彊大數定律%隨機遊動%隨機環境%常返%矩
강대수정률%수궤유동%수궤배경%상반%구
Strong law of large numbers%random walk%random environment%recurrence%moment
本文讨论了右半直线上带有原点反射壁的随机环境中随机游动,并给出了其常返性的充要条件.在非常返的情况下,获得了{Xn}从n?1到n首中时τn的二阶矩Eτ2n的一个估计.同时,给出了右半直线上随机环境中随机游动的强大数定律.
本文討論瞭右半直線上帶有原點反射壁的隨機環境中隨機遊動,併給齣瞭其常返性的充要條件.在非常返的情況下,穫得瞭{Xn}從n?1到n首中時τn的二階矩Eτ2n的一箇估計.同時,給齣瞭右半直線上隨機環境中隨機遊動的彊大數定律.
본문토론료우반직선상대유원점반사벽적수궤배경중수궤유동,병급출료기상반성적충요조건.재비상반적정황하,획득료{Xn}종n?1도n수중시τn적이계구Eτ2n적일개고계.동시,급출료우반직선상수궤배경중수궤유동적강대수정률.
The random walk in random environments (RWIRE) on the right half line with reflected barrier on the origin is discussed. The recurrence of RWIRE on the right half line is studied. In the non-recurrent case, we obtain an estimation for the second moment ofτn, the frist time of RWIRE{Xn} from n?1 to n, which in turn yields a strong law of large numbers of RWIRE on the right half line.
